CSR Sec CTP Curvature Delta Weighted Sensitivities

This measure matches CSR sec CTP Delta Sensitivities for trades and risk factors having curvature risk charges.

See also

• CSR Sec CTP Curvature CVR Down
• CSR Sec CTP Curvature CVR Up
• CSR Sec CTP Curvature Delta Sensitivities
• CSR Sec CTP Curvature Risk Charge
• CSR Sec CTP Curvature Risk Position
• CSR Sec CTP Curvature Risk Position Down
• CSR Sec CTP Curvature Risk Position Scenario
• CSR Sec CTP Curvature Risk Position Up
• CSR Sec CTP Curvature Risk Weight
• CSR Sec CTP Curvature Sb
• CSR Sec CTP Curvature shock-down prices
• CSR Sec CTP Curvature shock-up prices