K_Commodity_VegaMargin

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