Market Risk Accelerator Cube Reference Guide v1.7.2DynamicTenorSet
| Description | Name of the tenor ladder for sensitivity re-gridding |
|---|
Provided that multiple tenor sets (also known as grids, or ladders) have been configured in the application, the “DynamicTenorSet” context value can be used to switch from one tenor set to another. The sensitivities defined along the Tenor dimension will be re-gridded based on the selected tenor set.
See also
- DynamicMaturitySet (cube)
- DynamicMoneynessSet (cube)
- [DynamicBucketing].[DynamicMaturities] (cube)
- [DynamicBucketing].[DynamicMoneyness] (cube)
- [DynamicBucketing].[DynamicTenors] (cube)
- [Risk].[Ladder Shifts] (cube)
- [Risk].[Maturities] (cube)
- [Risk].[Moneyness] (cube)
- [Risk].[Tenors] (cube)