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Delta Shift Vector Minimum

Description Minimum of the Market Shift vector used by the Delta sensitivity, not interpolated, not normalized
Hierarchies required in the view

This measure computes the minimum value of the shift vector.

The vector is stored on the field Values in the MarketShifts store.

The Delta Shift Vector size may be reduced by the Sub PnL Vector transformation.

It is filtered using the members of the level SensitivityName, from the Sensitivity hierarchy, that must match the pattern ^(?i).*(?:delta|dividends|repo margin).*$. This pattern can be configured with the property mr.sensi.types.delta.regex.

If the market data is a curve, the Tenors hierarchy may be required.