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