Navigation : test ../ test user-getting-started.html Getting started test ../ test release-notes.html Release and migration notes test ../ test cube.html Cube reference test ../ test cube/context_values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/additional-margin.html -- Additional Margin test ../ test cube/measures/bucket-level-margin.html -- Bucket level margin test ../ test cube/measures/interim-results.html -- Interim results test ../ test cube/measures/interim-results/concentration-risk-factor.html --- Concentration risk factor test ../ test cube/measures/interim-results/curvature.html --- Curvature test ../ test cube/measures/interim-results/parameters.html --- Parameters test ../ test cube/basecorr_weight.html ---- BaseCorr_Weight test ../ test cube/commodity_conc.html ---- Commodity_Conc test ../ test cube/commodity_corr.html ---- Commodity_Corr test ../ test cube/commodity_weight.html ---- Commodity_Weight test ../ test cube/commodityvol_conc.html ---- CommodityVol_Conc test ../ test cube/commodityvol_hvr.html ---- CommodityVol_HVR test ../ test cube/commodityvol_weight.html ---- CommodityVol_Weight test ../ test cube/creditnonq_concentrationthreshold_delta.html ---- CreditNonQ_ConcentrationThreshold_Delta test ../ test cube/creditnonq_concentrationthreshold_vega.html ---- CreditNonQ_ConcentrationThreshold_Vega test ../ test cube/creditnonq_weight.html ---- CreditNonQ_Weight test ../ test cube/creditq_concentrationthreshold_delta.html ---- CreditQ_ConcentrationThreshold_Delta test ../ test cube/creditq_concentrationthreshold_vega.html ---- CreditQ_ConcentrationThreshold_Vega test ../ test cube/creditq_weight.html ---- CreditQ_Weight test ../ test cube/creditvol_weight.html ---- CreditVol_Weight test ../ test cube/creditvolnonq_weight.html ---- CreditVolNonQ_Weight test ../ test cube/equity_conc.html ---- Equity_Conc test ../ test cube/equity_corr.html ---- Equity_Corr test ../ test cube/equity_weight.html ---- Equity_Weight test ../ test cube/equityvol_conc.html ---- EquityVol_Conc test ../ test cube/equityvol_hvr.html ---- EquityVol_HVR test ../ test cube/equityvol_weight.html ---- EquityVol_Weight test ../ test cube/fx_conc.html ---- FX_Conc test ../ test cube/fx_corr.html ---- FX_Corr test ../ test cube/fx_weight_regular_regular.html ---- FX_Weight_Regular_Regular test ../ test cube/fxvol_conc.html ---- FXVol_Conc test ../ test cube/fxvol_hvr.html ---- FXVol_HVR test ../ test cube/fxvol_weight.html ---- FXVol_Weight test ../ test cube/inflation_corr.html ---- Inflation_Corr test ../ test cube/inflation_weight.html ---- Inflation_Weight test ../ test cube/ir_corrouter.html ---- IR_CorrOuter test ../ test cube/ircurve_conc.html ---- IRCurve_Conc test ../ test cube/ircurve_weight.html ---- IRCurve_Weight test ../ test cube/irsubcurvecorr.html ---- IRSubCurveCorr test ../ test cube/irvol_conc.html ---- IRVol_Conc test ../ test cube/irvol_hvr.html ---- IRVol_HVR test ../ test cube/irvol_weight.html ---- IRVol_Weight test ../ test cube/xccybasis_corr.html ---- XCcyBasis_Corr test ../ test cube/xccybasis_weight.html ---- XCcyBasis_Weight test ../ test cube/measures/interim-results/sb.html --- Sb test ../ test cube/measures/interim-results/volatilities.html --- Volatilities test ../ test cube/measures/risk-class-level-margin.html -- Risk class level margin test ../ test cube/measures/schedule.html -- Schedule test ../ test cube/measures/sensitivities.html -- Sensitivities test ../ test cube/measures/sensitivity-level-margin.html -- Sensitivity level margin test ../ test cube/measures/weighted-sensitivities.html -- Weighted sensitivities test ../ test cube/additional-margin.html -- Additional Margin test ../ test cube/count.html -- Count test ../ test cube/fxrate.html -- FxRate test ../ test cube/simm.html -- SIMM test ../ test cube/total-im.html -- Total IM test ../ test cube/total-im-segregated.html -- Total IM Segregated test ../ test cube/total-im-unsegregated.html -- Total IM Unsegregated test ../ test cube/worst-regulation.html -- Worst Regulation test ../ test calculations.html Calculations guide test ../ test input-files.html Input file formats test ../ test datastores.html Datastores test ../ test what-if.html What-If test ../ test widgets.html Widgets XCcyBasis_Corr parameter Description Risk factors correlation when one of the risk factors is xccy basis (but no inflation in the pair) Notation $\rho_{k,l}$ IRVol_Weight XCcyBasis_Weight