Navigation :
Vega Shift Vector Normalized StdDev
| Description |
Standard deviation of the Market Shift vector used by the Vega sensitivity, not interpolated, normalized |
| Hierarchies required in the view |
|
The scenario (i) is defined by Scenarios.
If the market data is a curve or a map, the Tenors, Maturities, or Moneyness hierarchies may be required.