> ## 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.

# Creating dynamic maturities

In Atoti Market Risk, the Dynamic Bucketing feature allows
sensitivities to be re-bucketed according to predefined bucket
structures. These bucket structures are defined using the following
files:

<table><thead><tr><th>File</th><th>Location</th></tr></thead><tbody><tr><td><a href="../../properties/property-files/application-yaml">application.yaml</a> (contains the properties that correspond to each type of data)</td><td>mr-application\src\main\resources</td></tr><tr><td>DynamicTenors.csv, DynamicMaturities.csv, DynamicMoneyness.csv</td><td>mr-application\src\test\resources\data</td></tr></tbody></table>

## Points to note

For the Tenors and Maturities, the number of days is taken into account
for each tenor/maturity. For Moneyness, the shift from the strike price
is taken into account for each moneyness label (see step-by-step
procedure below).

## Step-by-step procedure

1. In the [application.yaml](../../properties/property-files/application-yaml) file, add the property that
   corresponds to the type of data that you want to update:
   `mr.bucketing.sets.tenors`, `mr.bucketing.sets.maturities` or
   `mr.bucketing.sets.moneyness`.
2. Add the name of the bucket structure that you want to create in the
   relevant property, for example: `mr.bucketing.sets.tenors` `= DEFAULT,REDUCED,DECADE,CUSTOM_BUCKET_STRUCTURE`
3. In the relevant csv file **DynamicTenors.csv**,
   **DynamicMaturities.csv** or **DynamicMoneyness.csv**, add the
   entries that correspond to your new bucket structure.
   **Example:**
   TenorLabels,NumberOfDays,SensitivityName,TenorSet
   10Y,3600,Delta,CUSTOM\_BUCKET\_STRUCTURE
   20Y,7200,Delta,CUSTOM\_BUCKET\_STRUCTURE

### Note on values

<table><thead><tr><th>Field</th><th>Value</th></tr></thead><tbody><tr><td><code>TenorSet</code></td><td>Defines the bucket structure. The value must be the same as the one defined in the <a href="../../properties/property-files/application-yaml">application.yaml</a> file in step 1. and will be used in the <a href="../../cube/dimensions/dynamicbucketing">DynamicTenors</a>, the <a href="../../cube/dimensions/dynamicbucketing">DynamicMaturities</a> or the <a href="../../cube/dimensions/dynamicbucketing">DynamicMoneyness</a> analysis hierarchy, depending on the name of the file you modified (<strong>DynamicTenors.csv</strong>, <strong>DynamicMaturities.csv</strong> or <strong>DynamicMoneyness.csv</strong> respectively).</td></tr><tr><td><code>NumberOfDays</code> (or <code>Shift</code> in the case of moneyness)</td><td>Specifies the number of days (or the percentage from the strike price in the case of moneyness) that is used to perform a linear interpolation between tenors.</td></tr><tr><td><code>SensitivityName</code></td><td>If no value is specified, the bucket structure can be applied to all sensitivities.</td></tr></tbody></table>