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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

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sbm
DescriptionIndicates which scenario at the bucket level - up or down - resulted in the worst loss for the curvature risk factor
The measure Crypto 2a Curvature Bucket Scenario can be replicated by evaluating Crypto 2a Curvature Risk Position Scenario at the Crypto 2a Buckets level.