> ## 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.

# Original underlying maturity

|                 |                                                                                                                                                |
| --------------- | ---------------------------------------------------------------------------------------------------------------------------------------------- |
| **Description** | For GIRR Vega risk-factors, the residual maturity of the underlying as provided in the input, prior to interpolation to the prescribed tenors. |
| **Reference**   | [\[MAR21.8\]](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_8)      |
| **Dimension**   | Risk                                                                                                                                           |
| **Hierarchy**   | Original Underlying Maturity                                                                                                                   |
| **Levels**      | \[ALL, Original Underlying Maturity]                                                                                                           |