> ## 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 sensitivities

The **[Delta](../../../../../../../cube/girr-delta-sensitivities)/[Vega](../../../../../../../cube/girr-vega-sensitivities) Sensitivities**
measures are the $s_k$ in [MAR21.4](https://www.bis.org/basel_framework/chapter/MAR/21.htm?inforce=20230101\&published=20200327#paragraph_MAR_21_20230101_21_4)(1) and (2).

For each **Sensitivity Currency**, the **Interpolated Sensitivities**
are converted to the reference currency using the IFxRates API (supplied
by the reference implementation). After this currency conversion, the
values are aggregated  for each **Risk Factor**.