Market Risk Accelerator Reference Guide v1.9.1DynamicMoneynessSet
| Description | Name of the moneyness ladder for sensitivity re-gridding |
|---|
Provided that multiple moneyness sets (also known as grids, or ladders) have been configured in the application, the “DynamicMoneynessSet” context value can be used to switch from one moneyness set to another. The sensitivities defined along the Moneyness dimension will be re-gridded based on the selected moneyness set.
See also
- DynamicMaturitySet (cube)
- DynamicTenorSet (cube)
- [DynamicBucketing].[DynamicMaturities] (cube)
- [DynamicBucketing].[DynamicMoneyness] (cube)
- [DynamicBucketing].[DynamicTenors] (cube)
- [Risk].[Ladder Shifts] (cube)
- [Risk].[Maturities] (cube)
- [Risk].[Moneyness] (cube)
- [Risk].[Tenors] (cube)