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GIRR Curvature CVR
Description |
The valuation impact of the upward or downward scenario for curvature risk factors based on the curvature scenario at the bucket level |
The measure GIRR Curvature CVR can be replicated by selecting either the GIRR Curvature CVR Up or GIRR Curvature CVR Down based on the scenario value of GIRR Curvature Bucket Scenario
See also