Description Risk factor’s underlying instrument maturity (typically for interest rate vega)
Dimension DynamicBucketing
Hierarchy DynamicMaturities
Levels [DynamicSet, Maturity]

Provided that multiple underlying maturities sets (also known as grids, or ladders) have been configured in the application, the slicing top level is used to switch from one maturity set to another. The sensitivities defined along the Maturities dimension will be re-gridded based on the selected maturity set.

See also