Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
File format
| Field name | Description |
|---|---|
| FRTB SA RiskClass | “GIRR” |
| FRTB SA OptionResidualMaturityVertex | The underlying residual maturity |
| Index | The number of the maturity |
| Date | The start date that the parameter takes effect |
| ParameterSet | The parameter set to which the parameter belongs (default = BCBS) |
File values
| FRTB SA RiskClass | FRTB SA OptionResidualMaturityVertex | Index | Date | ParameterSet |
|---|---|---|---|---|
| GIRR | 0.5 | 0 | 2016-01-01 | |
| GIRR | 1 | 1 | 2016-01-01 | |
| GIRR | 3 | 2 | 2016-01-01 | |
| GIRR | 5 | 3 | 2016-01-01 | |
| GIRR | 10 | 4 | 2016-01-01 |