Navigation :
[Risk].[Original Underlying Maturity]
| Description |
For GIRR Vega risk-factors, the residual maturity of the underlying as provided in the input, prior to interpolation to the prescribed tenors. |
| Reference |
[MAR21.8] |
| Dimension |
Risk |
| Hierarchy |
Original Underlying Maturity |
| Levels |
[ALL, Original Underlying Maturity] |