[Double Sums].[GIRR Vega Double Sums]


Description The levels of this hierarchy describe all the possible combinations for determining vega risk factor correlations for risk class GIRR
Reference [MAR21.93]
Dimension Double Sums
Hierarchy GIRR Vega Double Sums
Levels [ALL, OptionMaturity1, OptionMaturity2, UnderlyingMaturity1, UnderlyingMaturity2]
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