> ## 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.

# Commodity delta double sums

> The Commodity Delta Double Sums hierarchy in the Double Sums dimension of FRTBCombinedCube, providing three levels (Cty, Tenor, Basis) for determining delta risk factor correlations per Basel MAR21.83

|                 |                                                                                                                                                    |
| --------------- | -------------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the Commodity risk class. |
| **Reference**   | [\[MAR21.83\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_83)        |
| **Dimension**   | Double Sums                                                                                                                                        |
| **Hierarchy**   | Commodity Delta Double Sums                                                                                                                        |
| **Levels**      | \[ALL, Cty, Tenor, Basis]                                                                                                                          |