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FX Delta Risk Position Double Sums

sbm

Description	The sum of cross products of the weighted sensitivities under the square root in the bucket-level charge formula
Reference	[MAR21.4]
Formula	$\sum _{k\in b}\sum _{l\in b}\cdot WS_k \cdot WS_l$

The measure requires having hierarchy(ies) in the view: [Double Sums].[FX Delta Double Sums], [Buckets].[FX Buckets].

See also