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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.

The Curvature Delta Sensitivities measure is siks_{ik} in MAR21.5(2)(f). For each Bucket, it is all the Delta Sensitivities in that Bucket whose Curve Type is “Yield”, filtered by Optionality.