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It is possible to reduce the size of the PnL Vector used to compute the VaR/ES/… metric by specifying the Start index and the End index. The PnL Vector is cut on both sides to produce a smaller sub vector if the corresponding hierarchies are used as filters. The PnLStartIndex hierarchy defines the first element (zero based) of the sub-vector. It is within the range of 0 to the vector size minus 1. The PnLEndIndex hierarchy defines the last element (zero based) of the sub-vector. It is within the range of 0 to the vector size minus 1 and greater or equal to the start index. For instance with PnLStartIndex=2 and PnLEndIndex=8 the vector [0,1,2,3,4,5,6,7,8,9] will become [2,3,4,5,6,7,8].