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[Double Sums].[Commodity Delta Double Sums]
| Description |
The three levels of this hierarchy describe all the possible combinations for determining delta risk factor correlations for risk class Commodity |
| Reference |
[MAR21.83] |
| Dimension |
Double Sums |
| Hierarchy |
Commodity Delta Double Sums |
| Levels |
[ALL, Cty, Tenor, Basis] |
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