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 getting-started/directquery.html
- DirectQuery
test ../ test dashboards.html
Dashboards
test ../ test calculations.html
Calculations Guide
test ../ test cube.html
Cube Reference
test ../ test cube/context-values.html
-
Context Values
test ../ test cube/dimensions.html
-
Dimensions
test ../ test cube/dimensions/booking.html
--
Booking
test ../ test cube/dimensions/counterparties.html
--
Counterparties
test ../ test cube/dimensions/currencies.html
--
Currencies
test ../ test cube/dimensions/dates.html
--
Dates
test ../ test cube/dimensions/dynamicbucketing.html
--
DynamicBucketing
test ../ test cube/dynamicmaturities.html
--- DynamicMaturities
test ../ test cube/dynamicmoneyness.html
--- DynamicMoneyness
test ../ test cube/dynamictenors.html
--- DynamicTenors
test ../ test cube/dimensions/epoch.html
--
Epoch
test ../ test cube/dimensions/instruments.html
--
Instruments
test ../ test cube/dimensions/marketdata.html
--
MarketData
test ../ test cube/dimensions/organization.html
--
Organization
test ../ test cube/dimensions/pnl.html
--
PnL
test ../ test cube/dimensions/pnlindex.html
--
PnLIndex
test ../ test cube/dimensions/quantiles.html
--
Quantiles
test ../ test cube/dimensions/risk.html
--
Risk
test ../ test cube/dimensions/rounding.html
--
Rounding
test ../ test cube/dimensions/sensitivities.html
--
Sensitivities
test ../ test cube/dimensions/sensitivity-kind.html
--
Sensitivity Kind
test ../ test cube/dimensions/sign-off.html
--
Sign-off
test ../ test cube/dimensions/tradeattributes.html
--
TradeAttributes
test ../ test cube/dimensions/tradekey.html
--
TradeKey
test ../ test cube/measures.html
-
Measures
test ../ test datastore.html
Datastores
test ../ test input-files.html
Input file formats
test ../ test properties.html
Properties
test ../ test what-if.html
What-If Analysis
test ../ test database.html
Database
test ../ test sign-off.html
Sign-Off Approvals
test ../ test limits.html
Limit monitoring
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-ui-config.html
-
Configuring the UI
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 Atoti Market Risk
test ../ test dev/dev-tools.html
-
Configuring tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-whatif.html
-
What-If
test ../ test dev/dev-direct-query.html
-
DirectQuery
test ../ test pdf-guides.html
PDF Guides
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