Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
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| Description | The levels of this hierarchy describe all possible combinations for determining vega risk factor correlations for the GIRR risk class. |
| Reference | [MAR21.93] |
| Dimension | Double Sums |
| Hierarchy | GIRR Vega Double Sums |
| Levels | [ALL, OptionMaturity1, OptionMaturity2, UnderlyingMaturity1, UnderlyingMaturity2] |