Description Risk factor’s tenors
Dimension DynamicBucketing
Hierarchy DynamicTenors
Levels [DynamicSet, Tenor]

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