Navigation :
test ../ test user-getting-started.html
Getting started
test ../ test release-notes.html
Release and migration notes
test ../ test build-configure-project.html
Building and configuring Atoti ISDA-SIMM
test ../ test dev-core.html
SIMM Core
test ../ test dev-ui-config.html
Configuring the UI
test ../ test calculations.html
Calculations guide
test ../ test configuration.html
Configuration files
test ../ test cube.html
Cube reference
test ../ test cube/measures.html
-
Measures
test ../ test cube/measures/additional-margin.html
--
Additional Margin
test ../ test cube/measures/bucket-level-margin.html
--
Bucket level margin
test ../ test cube/measures/interim-results.html
--
Interim results
test ../ test cube/measures/risk-class-level-margin.html
--
Risk class level margin
test ../ test cube/measures/schedule.html
--
Schedule
test ../ test cube/gross-im.html
--- Gross IM
test ../ test cube/gross-replacement-cost.html
--- Gross Replacement Cost
test ../ test cube/net-replacement-cost.html
--- Net Replacement Cost
test ../ test cube/ngr.html
--- NGR
test ../ test cube/notional.html
--- Notional
test ../ test cube/pv.html
--- PV
test ../ test cube/standard-im.html
--- Standard IM
test ../ test cube/measures/sensitivities.html
--
Sensitivities
test ../ test cube/measures/sensitivity-level-margin.html
--
Sensitivity level margin
test ../ test cube/measures/weighted-sensitivities.html
--
Weighted sensitivities
test ../ test cube/additional-margin.html
-- Additional Margin
test ../ test cube/count.html
-- Count
test ../ test cube/fxrate.html
-- FxRate
test ../ test cube/simm.html
-- SIMM
test ../ test cube/total-im.html
-- Total IM
test ../ test cube/total-im-segregated.html
-- Total IM Segregated
test ../ test cube/total-im-unsegregated.html
-- Total IM Unsegregated
test ../ test cube/worst-regulation.html
-- Worst Regulation
test ../ test cube/dimensions.html
-
Dimensions
test ../ test datastores.html
Datastores
test ../ test input-files.html
Input file formats
test ../ test what-if.html
What-If Analysis
test ../ test widgets.html
Widgets
test ../ test pdf-guides.html
PDF Guides
Gross IM
Description
Gross Initial Margin according to the schedule methodology
Hierarchies required in the view
Notation
G r o s s I M
Formula
G r o s s I M = N o t i o n a l ⋅ M a r g i n R a t e
Please note, that to obtain a meaningful result, you need to add a hierarchy representing netting set into the view. The hierarchy representing the netting sets is configurable, usually it is PortfolioID or NettingSetID.
See also