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   GIRR Curvature Delta Sensitivities
    
        
            | Description | 
            The GIRR delta for trades having curvature risk | 
        
        
        
        
        
        
        
		 
        
            | Reference | 
            [MAR21.5] | 
        
        
    
          
          
          
        
        
            | Notation | 
            $s_{ik}$ | 
        
        
        
    
 
This measure matches GIRR Delta Sensitivities for trades and risk factors having curvature risk charges.
See also