> ## 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-ctp-delta-double-sums)/[Vega](../../../../../../../cube/csr-sec-ctp-vega-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.

For Delta, since there is only a single **Risk Factor** per bucket, the
double sums are the square of the aggregated **Delta Weighted
Sensitivities**.

For Vega, within each **Bucket**, each pair of **Risk Factors** is
categorised according to the combinations of **Option Maturities**.
Within each category, the paris of **Vega Weighted Sensitivities** are
multiplied together and summed.