The Double Sums dimension contains the following hierarchies: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 three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the Commodity risk class.
Commodity Vega Double Sums
The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the FX risk class.
Crypto 2a Delta Double Sums
This hierarchy is used to describe factors determining delta risk factor correlations for the Crypto 2a risk class.
Crypto 2a Vega Double Sums
This hierarchy is used to describe factors determining vega risk factor correlations for the Crypto 2a risk class.
CSR non-Sec Delta Double Sums
The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the CSR non-Sec risk class.
CSR non-Sec Vega Double Sums
The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the CSR non-Sec risk class.
CSR Sec CTP Delta Double Sums
The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the CSR Sec CTP risk class.
CSR Sec CTP Vega Double Sums
The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the CSR Sec CTP risk class.
CSR Sec non-CTP Delta Double Sums
The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the CSR Sec non-CTP risk class.
CSR Sec non-CTP Vega Double Sums
The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the CSR Sec non-CTP risk class.
Equity Delta Double Sums
The two levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the Commodity risk class.
Equity Vega Double Sums
The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the Equity risk class.
FX Delta Double Sums
This hierarchy is used to describe factors determining delta risk factor correlations for the FX risk class.
FX Vega Double Sums
The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the FX risk class.
GIRR Delta Double Sums
The three levels of this hierarchy describe all possible combinations for determining delta risk factor correlations for the GIRR risk class.
GIRR Vega Double Sums
The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the GIRR risk class.