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Documentation Index

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

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The Curvature Risk Position Up/Down measures are Kb±K_b^\pm in MAR21.5(3). Within each Bucket, the Curvature CVR Up/Down values are combined using the formula in MAR21.5(3). Implementation Note: This calculation has been optimized so that it is performed with O(N)O(N) (linear) time complexity, where NN is the number of Risk Factors.