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[Double Sums].[FX Vega Double Sums]
Description |
The levels of this hierarchy describe all the possible combinations for determining vega risk factor correlations for risk class FX |
Reference |
[MAR21.94] |
Dimension |
Double Sums |
Hierarchy |
FX Vega Double Sums |
Levels |
[ALL, Ccy, Maturity1, Maturity2] |