IM_CreditNonQ_VegaMargin

Description Margin aggregation from Credit Non Qualifying Vega sensitivities
Notation $VegaMargin$
Formula $$VegaMargin =\sqrt{\sum_{b}K_{b}^{2} + \sum_{b}{\sum_{b \neq c} \gamma_{bc}} \ g_{{bc}} \ S_{b} \ S_{c}} + K_{residual}$$