> ## 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.

# Euler

Measures that support the **euler** variation:

* [ACR](../cube/measures/acr#acr) <sup>[ima](../tags/ima)</sup>
* [CA](../cube/measures/internalmodelapproach#ca) <sup>[ima](../tags/ima)</sup>
* [CA-GA](../cube/measures/acr#ca-ga) <sup>[ima](../tags/ima)</sup>
* [CSR Sec CTP Curvature Risk Charge](../cube/measures/standardisedapproach/csr-sec-ctp#csr-sec-ctp-curvature-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec CTP Curvature Risk Position](../cube/measures/standardisedapproach/csr-sec-ctp#csr-sec-ctp-curvature-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec CTP Delta Risk Charge](../cube/measures/standardisedapproach/csr-sec-ctp#csr-sec-ctp-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec CTP Delta Risk Charge](../cube/measures/standardisedapproach/csr-sec-ctp#csr-sec-ctp-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec CTP Delta Risk Position](../cube/measures/standardisedapproach/csr-sec-ctp#csr-sec-ctp-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec CTP Delta Risk Position](../cube/measures/standardisedapproach/csr-sec-ctp#csr-sec-ctp-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec CTP Risk Charge](../cube/measures/standardisedapproach/aggregated-riskcharge-by-class#csr-sec-ctp-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec CTP Vega Risk Charge](../cube/measures/standardisedapproach/csr-sec-ctp#csr-sec-ctp-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec CTP Vega Risk Charge](../cube/measures/standardisedapproach/csr-sec-ctp#csr-sec-ctp-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec CTP Vega Risk Position](../cube/measures/standardisedapproach/csr-sec-ctp#csr-sec-ctp-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec CTP Vega Risk Position](../cube/measures/standardisedapproach/csr-sec-ctp#csr-sec-ctp-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec non-CTP Curvature Risk Charge](../cube/measures/standardisedapproach/csr-sec-non-ctp#csr-sec-non-ctp-curvature-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec non-CTP Curvature Risk Position](../cube/measures/standardisedapproach/csr-sec-non-ctp#csr-sec-non-ctp-curvature-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec non-CTP Delta Risk Charge](../cube/measures/standardisedapproach/csr-sec-non-ctp#csr-sec-non-ctp-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec non-CTP Delta Risk Charge](../cube/measures/standardisedapproach/csr-sec-non-ctp#csr-sec-non-ctp-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec non-CTP Delta Risk Position](../cube/measures/standardisedapproach/csr-sec-non-ctp#csr-sec-non-ctp-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec non-CTP Delta Risk Position](../cube/measures/standardisedapproach/csr-sec-non-ctp#csr-sec-non-ctp-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec non-CTP Risk Charge](../cube/measures/standardisedapproach/aggregated-riskcharge-by-class#csr-sec-non-ctp-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec non-CTP Vega Risk Charge](../cube/measures/standardisedapproach/csr-sec-non-ctp#csr-sec-non-ctp-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec non-CTP Vega Risk Charge](../cube/measures/standardisedapproach/csr-sec-non-ctp#csr-sec-non-ctp-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec non-CTP Vega Risk Position](../cube/measures/standardisedapproach/csr-sec-non-ctp#csr-sec-non-ctp-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR Sec non-CTP Vega Risk Position](../cube/measures/standardisedapproach/csr-sec-non-ctp#csr-sec-non-ctp-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR non-Sec Curvature Risk Charge](../cube/measures/standardisedapproach/csr-non-sec#csr-non-sec-curvature-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR non-Sec Curvature Risk Position](../cube/measures/standardisedapproach/csr-non-sec#csr-non-sec-curvature-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR non-Sec Delta Risk Charge](../cube/measures/standardisedapproach/csr-non-sec#csr-non-sec-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR non-Sec Delta Risk Charge](../cube/measures/standardisedapproach/csr-non-sec#csr-non-sec-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR non-Sec Delta Risk Position](../cube/measures/standardisedapproach/csr-non-sec#csr-non-sec-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR non-Sec Delta Risk Position](../cube/measures/standardisedapproach/csr-non-sec#csr-non-sec-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR non-Sec Risk Charge](../cube/measures/standardisedapproach/aggregated-riskcharge-by-class#csr-non-sec-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR non-Sec Vega Risk Charge](../cube/measures/standardisedapproach/csr-non-sec#csr-non-sec-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR non-Sec Vega Risk Charge](../cube/measures/standardisedapproach/csr-non-sec#csr-non-sec-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [CSR non-Sec Vega Risk Position](../cube/measures/standardisedapproach/csr-non-sec#csr-non-sec-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CSR non-Sec Vega Risk Position](../cube/measures/standardisedapproach/csr-non-sec#csr-non-sec-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [CU](../cube/measures/acr#cu) <sup>[ima](../tags/ima)</sup>
* [Capital Surcharge](../cube/measures/acr#capital-surcharge) <sup>[ima](../tags/ima)</sup>
* [Commodity Curvature Risk Charge](../cube/measures/standardisedapproach/commodity#commodity-curvature-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Commodity Curvature Risk Position](../cube/measures/standardisedapproach/commodity#commodity-curvature-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [Commodity Delta Risk Charge](../cube/measures/standardisedapproach/commodity#commodity-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Commodity Delta Risk Charge](../cube/measures/standardisedapproach/commodity#commodity-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Commodity Delta Risk Position](../cube/measures/standardisedapproach/commodity#commodity-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [Commodity Delta Risk Position](../cube/measures/standardisedapproach/commodity#commodity-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [Commodity Risk Charge](../cube/measures/standardisedapproach/aggregated-riskcharge-by-class#commodity-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Commodity Vega Risk Charge](../cube/measures/standardisedapproach/commodity#commodity-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Commodity Vega Risk Charge](../cube/measures/standardisedapproach/commodity#commodity-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Commodity Vega Risk Position](../cube/measures/standardisedapproach/commodity#commodity-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [Commodity Vega Risk Position](../cube/measures/standardisedapproach/commodity#commodity-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [DRC - IMA](../cube/measures/imadrc#drc-ima) <sup>[drc\_ima](../tags/drc-ima)</sup>
* [DRC Sec CTP Default Risk Charge](../cube/measures/standardisedapproach/drc#drc-sec-ctp-default-risk-charge) <sup>[drc\_sa](../tags/drc-sa)</sup>
* [DRC Sec non-CTP Default Risk Charge](../cube/measures/standardisedapproach/drc#drc-sec-non-ctp-default-risk-charge) <sup>[drc\_sa](../tags/drc-sa)</sup>
* [DRC non-Sec Default Risk Charge](../cube/measures/standardisedapproach/drc#drc-non-sec-default-risk-charge) <sup>[drc\_sa](../tags/drc-sa)</sup>
* [Default Risk Charge](../cube/measures/standardisedapproach/drc#default-risk-charge) <sup>[drc\_sa](../tags/drc-sa)</sup>
* [Equity Curvature Risk Charge](../cube/measures/standardisedapproach/equity#equity-curvature-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Equity Curvature Risk Position](../cube/measures/standardisedapproach/equity#equity-curvature-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [Equity Delta Risk Charge](../cube/measures/standardisedapproach/equity#equity-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Equity Delta Risk Charge](../cube/measures/standardisedapproach/equity#equity-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Equity Delta Risk Position](../cube/measures/standardisedapproach/equity#equity-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [Equity Delta Risk Position](../cube/measures/standardisedapproach/equity#equity-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [Equity Risk Charge](../cube/measures/standardisedapproach/aggregated-riskcharge-by-class#equity-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Equity Vega Risk Charge](../cube/measures/standardisedapproach/equity#equity-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Equity Vega Risk Charge](../cube/measures/standardisedapproach/equity#equity-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Equity Vega Risk Position](../cube/measures/standardisedapproach/equity#equity-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [Equity Vega Risk Position](../cube/measures/standardisedapproach/equity#equity-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [FX Curvature Risk Charge](../cube/measures/standardisedapproach/fx#fx-curvature-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [FX Curvature Risk Position](../cube/measures/standardisedapproach/fx#fx-curvature-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [FX Delta Risk Charge](../cube/measures/standardisedapproach/fx#fx-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [FX Delta Risk Charge](../cube/measures/standardisedapproach/fx#fx-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [FX Delta Risk Position](../cube/measures/standardisedapproach/fx#fx-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [FX Delta Risk Position](../cube/measures/standardisedapproach/fx#fx-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [FX Risk Charge](../cube/measures/standardisedapproach/aggregated-riskcharge-by-class#fx-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [FX Vega Risk Charge](../cube/measures/standardisedapproach/fx#fx-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [FX Vega Risk Charge](../cube/measures/standardisedapproach/fx#fx-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [FX Vega Risk Position](../cube/measures/standardisedapproach/fx#fx-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [FX Vega Risk Position](../cube/measures/standardisedapproach/fx#fx-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [GIRR Curvature Risk Charge](../cube/measures/standardisedapproach/girr#girr-curvature-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [GIRR Curvature Risk Position](../cube/measures/standardisedapproach/girr#girr-curvature-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [GIRR Delta Risk Charge](../cube/measures/standardisedapproach/girr#girr-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [GIRR Delta Risk Charge](../cube/measures/standardisedapproach/girr#girr-delta-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [GIRR Delta Risk Position](../cube/measures/standardisedapproach/girr#girr-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [GIRR Delta Risk Position](../cube/measures/standardisedapproach/girr#girr-delta-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [GIRR Risk Charge](../cube/measures/standardisedapproach/aggregated-riskcharge-by-class#girr-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [GIRR Vega Risk Charge](../cube/measures/standardisedapproach/girr#girr-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [GIRR Vega Risk Charge](../cube/measures/standardisedapproach/girr#girr-vega-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [GIRR Vega Risk Position](../cube/measures/standardisedapproach/girr#girr-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [GIRR Vega Risk Position](../cube/measures/standardisedapproach/girr#girr-vega-risk-position) <sup>[sbm](../tags/sbm)</sup>
* [IMA-GA](../cube/measures/acr#ima-ga) <sup>[ima](../tags/ima)</sup>
* [IMADRC](../cube/measures/acr#imadrc) <sup>[drc\_ima](../tags/drc-ima)</sup> <sup>[Lookback](../tags/lookback)</sup>
* [IMCC](../cube/measures/internalmodelapproach#imcc) <sup>[ima](../tags/ima)</sup>
* [IMCC.Window](../cube/measures/stresscalibration#imcc-window) <sup>[ima](../tags/ima)</sup>
* [IMCC Indicator](../cube/measures/stresscalibration#imcc-indicator) <sup>[ima](../tags/ima)</sup>
* [Medium Risk Charge](../cube/measures/standardisedapproach/aggregated-riskcharge-by-class#medium-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [Portfolio Risk Charge](../cube/measures/standardisedapproach/aggregated-riskcharge-by-class#portfolio-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [RWA](../cube/measures/acr#rwa) <sup>[ima](../tags/ima)</sup>
* [ReferenceLevel](../cube/context-values/context-values-intro#referencelevel)
* [Residual Risk Add On](../cube/measures/standardisedapproach/rrao#residual-risk-add-on) <sup>[rrao](../tags/rrao)</sup>
* [SA-GA](../cube/measures/acr#sa-ga) <sup>[ima](../tags/ima)</sup>
* [SBM Risk Charge](../cube/measures/standardisedapproach/aggregated-riskcharge-by-class#sbm-risk-charge) <sup>[sbm](../tags/sbm)</sup>
* [SES](../cube/measures/internalmodelapproach#ses) <sup>[ima](../tags/ima)</sup>
* [SES.Window](../cube/measures/stresscalibration#ses-window) <sup>[ima](../tags/ima)</sup>
* [SES max](../cube/measures/stresscalibration#ses-max) <sup>[ima](../tags/ima)</sup>