> ## 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.

# Delta/Vega risk position double sums

The
**[Delta](../../../../../../../cube/csr-sec-non-ctp-delta-risk-position-double-sums)/[Vega](../../../../../../../cube/csr-sec-non-ctp-vega-risk-position-double-sums)
Risk Position Double Sums** measures are the $\sum_k \sum_l WS_k \cdot WS_l$ intermediate values that were
requested for the 2017 and 2018 QIS exercises.

Within each **Bucket** (except the "other" bucket), each pair of **Risk
Factors**, is categorised according to:

* Delta
  * Same or different **Tranche Name**
  * Same or different **Tenor**
  * Same or different **Curve Type**

* Vega
  * Same or different **Tranche Name**
  * Same or different **Curve Type**
  * Combinations of **Option Maturities**

Within each category, the pairs of **Delta/Vega Weighted Sensitivities**
are multiplied together and summed.

**Implementation Note:** This calculation has been optimized so that it
is performed with $O(N)$ (linear) time complexity, where $N$ is the
number of **Risk Factors**.