> ## 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.

# Curvature shock up/down prices

The **Curvature
shock-[up](../../../../../../../cube/csr-sec-ctp-curvature-shock-up-prices)/[down](../../../../../../../cube/csr-sec-ctp-curvature-shock-down-prices)
prices** measures are $V_i\left(x_k^{RW^{(Curvature)}\pm}\right) - V_i\left(x_k\right)$ in [MAR21.5](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_5)(2).

Using linear interpolation, the shocked prices corresponding to the
**Curvature Risk Weight** are determined from the **Curvature Scenario
UP/Down.CCY** vectors. And, if **PV Applied** is not true/yes, the trade
**PV** is subtracted.