> ## 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. # Double sums > The Double Sums dimension in FRTBCombinedCube, covering delta and vega correlation factor hierarchies for all SBM risk classes including Commodity, Equity, FX, GIRR, and CSR variants The **Double Sums** dimension contains the following hierarchies: The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the Commodity risk class. The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the FX risk class. This hierarchy is used to describe factors determining delta risk factor correlations for the Crypto 2a risk class. This hierarchy is used to describe factors determining vega risk factor correlations for the Crypto 2a risk class. The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the CSR non-Sec risk class. The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the CSR non-Sec risk class. The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the CSR Sec CTP risk class. The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the CSR Sec CTP risk class. The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the CSR Sec non-CTP risk class. The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the CSR Sec non-CTP risk class. The two levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the Commodity risk class. The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the Equity risk class. This hierarchy is used to describe factors determining delta risk factor correlations for the FX risk class. The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the FX risk class. The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the GIRR risk class. The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the GIRR risk class.