Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-release/release-notes.html
-- Release notes
test ../ test dev/dev-release/migrate-5.1.html
-- Migration notes 5.1
test ../ test dev/dev-release/previous-migration.html
--
Previous migration notes
test ../ test dev/dev-getting-started.html
-
Getting started
test ../ test dev/dev-ui-config.html
-
Configuring the UI
test ../ test dev/dev-extensions.html
-
Extending Atoti CVA Risk Capital
test ../ test user-getting-started.html
Getting started
test ../ test user-getting-started/about-guide.html
- Using this guide
test ../ test user-getting-started/pdf.html
- PDF guides
test ../ test user-getting-started/about-cvarc.html
- About the Solution
test ../ test user-getting-started/whats-new.html
- What's New
test ../ test user-getting-started/bookmarks.html
- Bookmarks
test ../ test regulatory-calcs.html
Regulatory calculations
test ../ test regulatory-calcs/aggregate-capital.html
- Aggregate capital - Regulatory Calculation
test ../ test regulatory-calcs/approach-ba.html
- BA approach
test ../ test regulatory-calcs/approach-sa.html
- SA approach
test ../ test regulatory-calcs/fx-rates-services.html
- FX Rates Service
test ../ test regulatory-calcs/bcbs.html
- MAR50 references
test ../ test regulatory-calcs/parameters.html
- Parameter Sets
test ../ test regulatory-calcs/regridding.html
- Regridding
test ../ test configuration.html
Configuration files
test ../ test cube.html
Cube reference
test ../ test input-files.html
Input file formats
test ../ test what-if.html
What-If
test ../ test widgets.html
Widgets
Regridding
Regulatory vertices and interpolation
If tenor dates provided in the sensitivities input data do not match the regulatory vertices (for example, if the risk engine produced more granular sensitivities for the hedge instruments), the Solution allocates the sensitivities to tenors defined in [MAR50] using linear interpolation. The resulting tenors can be displayed using this hierarchy: [Vertices].[Vertices] .
See also