Miscellaneous parameters

The file FRTBParameters*.csv is loaded into the FRTBParameters store.

Parameter	Parameter Name	Default Value
$\rho_{kl}$ in [MAR21.45]	sa.girr.delta.differentcurve.correlation	0.999
$\rho_{kl}$ floor in [MAR21.46]	sa.girr.delta.different-vertex.correlation-floor	0.4
$\theta$ in [MAR21.46]	sa.girr.delta.different-vertex.theta	0.03
$\rho_{kl}$ multiplier in [MAR21.47]	sa.girr.delta.different-vertex-and-curve.correlation	0.999
$\rho_{kl}$ in [MAR21.48]	sa.girr.delta.inflation-vs-yield.correlation	0.4
$\rho_{kl}$ in [MAR21.49](1)	sa.girr.delta.basis-vs-yield.correlation	0
$\rho_{kl}$ in [MAR21.49](2)	sa.girr.delta.basis-vs-inflation.correlation	0
$\rho_{kl}$ in [MAR21.49](3)	sa.girr.delta.basis-vs-basis.correlation	0
$\gamma_{bc}$ in [MAR21.50]	sa.girr.delta.different-ccy.correlation	0.5
$RW_k$ divider in [MAR21.44]	sa.girr.delta.rw.major.currency.adjustment	1.4142135623731
$RW_k$ in [MAR21.43] (Basis curves)	sa.girr.delta.basis.risk-weight	0.016
$RW_k$ in [MAR21.43] (Inflation curves)	sa.girr.delta.inflation.risk-weight	0.016
Decimal places in $\rho_{kl}$ in [MAR21.46]	sa.girr.delta.vertex.correlation.rounding-dp	3
$RW_\sigma$ in [MAR21.92]	sa.vega.rw	0.55
$\alpha$ in [MAR21.93](1)(a)	sa.vega.rho-option-maturity.alpha	0.01
$\alpha$ in [MAR21.93](2)(a)	sa.vega.rho-underlying-maturity.alpha	0.01

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