Gamma

The Gamma is expressed in the display currency. The Gamma Native is converted from the sensitivity currency to the display currency. The Gamma currency is expressed by the level Ccy.

$$\text{Gamma}=\text{Gamma Native}\cdot\text{FX}_\text{Ccy}$$

The measure can be a curve (with a tenor) which can be re-bucketed with the DynamicTenors hierarchy.