sbmDocumentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
| Description | The commodity vega |
| Reference | [MAR21.25] |
| Notation |
Commodity vega sensitivities
The Commodity Vega Sensitivities measure in FRTBCombinedCube, reporting raw commodity vega (s_k) inputs for the SBM vega charge calculation per Basel MAR21.25