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The list of GIRR Vega Underlying Maturities. The file Option_Residual_Maturity_Vertices.csv is loaded into the OptionResidualMaturityVertices store.
Data Model FieldFile ColumnDatastore ColumnNotes
IndexIndex0-4
Underlying MaturityOptionResidualMaturityVertexVertex0.5;1;3;5;10
Vega Option Maturities in [MAR21.8](4)(b)
Risk ClassRisk ClassRiskClass“GIRR”