K_IR_CurvatureMargin

Description Bucket-level margin for IR curvature sensitivities
Hierarchies required in the view
Notation $K_b$
Formula $$K_{b} = \sqrt{\sum_{k \in b} CVR_{k}^{2} + \sum_{k} \sum_{l \neq k} \rho_{k,l}^2 \cdot CVR_{k} \cdot CVR_{l} }$$