Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test dashboards.html
Dashboards
test ../ test what-if.html
What-If Analysis
test ../ test limits.html
Limit monitoring
test ../ test sign-off.html
Sign-Off Approvals
test ../ test calculations.html
Calculations Guide
test ../ test configuration.html
Configuration files
test ../ test cube.html
Cube Reference
test ../ test cube/context-values.html
-
Context Values
test ../ test cube/dimensions.html
-
Dimensions
test ../ test cube/dimensions/mrcombinedcube.html
--
MR Dimensions
test ../ test cube/booking.books.html
--- [Booking].[Books]
test ../ test cube/booking.desks.html
--- [Booking].[Desks]
test ../ test cube/booking.trades.html
--- [Booking].[Trades]
test ../ test cube/counterparties.counterparties.html
--- [Counterparties].[Counterparties]
test ../ test cube/counterparties.counterpartycountriesofaddress.html
--- [Counterparties].[CounterpartyCountriesOfAddress]
test ../ test cube/counterparties.counterpartycountriesofrisk.html
--- [Counterparties].[CounterpartyCountriesOfRisk]
test ../ test cube/counterparties.counterpartyhierarchy.html
--- [Counterparties].[CounterpartyHierarchy]
test ../ test cube/counterparties.counterpartyids.html
--- [Counterparties].[CounterpartyIds]
test ../ test cube/counterparties.counterpartynames.html
--- [Counterparties].[CounterpartyNames]
test ../ test cube/counterparties.counterpartyratings.html
--- [Counterparties].[CounterpartyRatings]
test ../ test cube/counterparties.counterpartysectors.html
--- [Counterparties].[CounterpartySectors]
test ../ test cube/currencies.currencies.html
--- [Currencies].[Currencies]
test ../ test cube/currencies.displaycurrency.html
--- [Currencies].[displayCurrency]
test ../ test cube/currencies.srccurrency.html
--- [Currencies].[srcCurrency]
test ../ test cube/dates.date.html
--- [Dates].[Date]
test ../ test cube/dates.daytoday.html
--- [Dates].[DayToDay]
test ../ test cube/dynamicbucketing.dynamicmaturities.html
--- [DynamicBucketing].[DynamicMaturities]
test ../ test cube/dynamicbucketing.dynamicmoneyness.html
--- [DynamicBucketing].[DynamicMoneyness]
test ../ test cube/dynamicbucketing.dynamictenors.html
--- [DynamicBucketing].[DynamicTenors]
test ../ test cube/instruments.instrumentclasses.html
--- [Instruments].[InstrumentClasses]
test ../ test cube/instruments.instrumenttypes.html
--- [Instruments].[InstrumentTypes]
test ../ test cube/marketdata.marketdatasets.html
--- [MarketData].[MarketDataSets]
test ../ test cube/organization.bookhierarchy.html
--- [Organization].[BookHierarchy]
test ../ test cube/organization.legal-entities.html
--- [Organization].[Legal Entities]
test ../ test cube/organization.legalentityhierarchy.html
--- [Organization].[LegalEntityHierarchy]
test ../ test cube/pnl.buckets.html
--- [PnL].[Buckets]
test ../ test cube/pnl.isfullrevals.html
--- [PnL].[IsFullRevals]
test ../ test cube/pnl.pl-drivers.html
--- [PnL].[PL Drivers]
test ../ test cube/pnl.types.html
--- [PnL].[Types]
test ../ test cube/pnlindex.pnlendindex.html
--- [PnLIndex].[PnLEndIndex]
test ../ test cube/pnlindex.pnlstartindex.html
--- [PnLIndex].[PnLStartIndex]
test ../ test cube/quantiles.quantiles.html
--- [Quantiles].[Quantiles]
test ../ test cube/risk.calculationids.html
--- [Risk].[CalculationIds]
test ../ test cube/risk.curvetypes.html
--- [Risk].[CurveTypes]
test ../ test cube/risk.ladder-availability.html
--- [Risk].[Ladder Availability]
test ../ test cube/risk.ladder-shifts.html
--- [Risk].[Ladder Shifts]
test ../ test cube/risk.liquidity-horizons.html
--- [Risk].[Liquidity Horizons]
test ../ test cube/risk.maturities-secondary.html
--- [Risk].[Maturities Secondary]
test ../ test cube/risk.maturities.html
--- [Risk].[Maturities]
test ../ test cube/risk.moneyness-secondary.html
--- [Risk].[Moneyness Secondary]
test ../ test cube/risk.moneyness.html
--- [Risk].[Moneyness]
test ../ test cube/risk.percentile.html
--- [Risk].[Percentile]
test ../ test cube/risk.qualifiers.html
--- [Risk].[Qualifiers]
test ../ test cube/risk.risk-classes.html
--- [Risk].[Risk Classes]
test ../ test cube/risk.risk-factors-secondary.html
--- [Risk].[Risk Factors Secondary]
test ../ test cube/risk.risk-factors.html
--- [Risk].[Risk Factors]
test ../ test cube/risk.riskfactorcurrencies.html
--- [Risk].[RiskFactorCurrencies]
test ../ test cube/risk.riskfactortypes.html
--- [Risk].[RiskFactorTypes]
test ../ test cube/risk.scenario-sets.html
--- [Risk].[Scenario Sets]
test ../ test cube/risk.scenarios.html
--- [Risk].[Scenarios]
test ../ test cube/risk.tenors-secondary.html
--- [Risk].[Tenors Secondary]
test ../ test cube/risk.tenors.html
--- [Risk].[Tenors]
test ../ test cube/rounding.roundingmethods.html
--- [Rounding].[RoundingMethods]
test ../ test cube/sensitivities.sensitivity.html
--- [Sensitivities].[Sensitivity]
test ../ test cube/sensitivity-kind.sensitivity-kind.html
--- [Sensitivity Kind].[Sensitivity Kind]
test ../ test cube/sign-off.adjustment.html
--- [Sign-off].[Adjustment]
test ../ test cube/sign-off.sign-off-status.html
--- [Sign-off].[Sign-off Status]
test ../ test cube/tradeattributes.maturitydates.html
--- [TradeAttributes].[MaturityDates]
test ../ test cube/tradeattributes.notionalcurrencies.html
--- [TradeAttributes].[NotionalCurrencies]
test ../ test cube/tradeattributes.sales.html
--- [TradeAttributes].[Sales]
test ../ test cube/tradeattributes.tradedates.html
--- [TradeAttributes].[TradeDates]
test ../ test cube/tradeattributes.traders.html
--- [TradeAttributes].[Traders]
test ../ test cube/tradeattributes.var-inclusion-type.html
--- [TradeAttributes].[VaR inclusion type]
test ../ test cube/measures.html
-
Measures
test ../ test datastore.html
Datastores
test ../ test input-files.html
Input file formats
test ../ test dev.html
Developer Guide
test ../ test dev/dev-release.html
-
Release and migration notes
test ../ test dev/dev-getting-started.html
-
Getting Started
test ../ test dev/dev-mr-application.html
-
The Market Risk Application
test ../ test dev/dev-libraries.html
-
Market Risk Libraries
test ../ test dev/dev-extensions.html
-
Extending the Accelerator
test ../ test dev/dev-tools.html
-
Configuring Accelerator tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-whatif.html
-
What-If
test ../ test pdf-guides.html
PDF Guides
[DynamicBucketing].[DynamicMaturities]
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