DynamicBucketing
| Hierarchy | Description |
|---|---|
| DynamicMaturities | Risk factor’s underlying instrument maturity (typically for interest rate vega). Provided that multiple underlying maturities sets (also known as grids, or ladders) have been configured in the application, the slicing top level is used to switch from one maturity set to another. The sensitivities defined along the Maturities dimension will be re-gridded based on the selected maturity set. |
| DynamicMoneyness | Risk factor’s moneyness (typically for interest rate vega). Provided that multiple moneyness sets (also known as grids, or ladders) have been configured in the application, the slicing top level is used to switch from one moneyness set to another. The sensitivities defined along the Moneyness dimension will be re-gridded based on the selected moneyness set. |
| DynamicTenors | Risk factor’s tenors. Provided that multiple tenor sets (also known as grids, or ladders) have been configured in the application, the slicing top level is used to switch from one tenor set to another. The sensitivities defined along the Tenor dimension will be re-gridded based on the selected tenor set. |