K_Commodity_DeltaMargin

Description Bucket-level margin for Commodity delta sensitivities
Hierarchies required in the view
Notation $K_b$
Formula $$K_{b} = \sqrt{\sum_{k \in b} WS_{k}^{2} + \sum_{k} \sum_{l \neq k} f_{k,l} \cdot \rho_{k,l} \cdot WS_{k} \cdot WS_{l} }$$