Description Risk factor’s moneyness (typically for interest rate vega)
Dimension DynamicBucketing
Hierarchy DynamicMoneyness
Levels [DynamicSet, Moneyness]

Provided that multiple moneyness sets (also known as grids, or ladders) have been configured in the application, the slicing top level is 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