Market Risk Accelerator Reference Guide v2.0.0DynamicMaturitySet
| Description | Name of the underlying maturity ladder for sensitivity re-gridding |
|---|
Provided that multiple underlying maturities sets (also known as grids, or ladders) have been configured in the application, the “DynamicMaturitySet” context value can be used to switch from one maturity set to another. The sensitivities defined along the Underlying maturity dimension will be re-gridded based on the selected maturity set.
See also
- DynamicMoneynessSet (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)