Skip to main content

​
Wtd_Generic

​
Wtd_InflationVol

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR

​
Wtd_IRVol

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR

​
Wtd_Risk_BaseCorr

Formula WS=RW⋅skWS = RW \cdot s_k

​
Wtd_Risk_Commodity

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR

​
Wtd_Risk_CommodityVol

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR

​
Wtd_Risk_CreditNonQ

Formula WS=s⋅RW⋅CRkWS = s \cdot RW \cdot CR_{k}

​
Wtd_Risk_CreditQ

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR

​
Wtd_Risk_CreditVol

Formula WS=s⋅RW⋅CRkWS = s \cdot RW \cdot CR_{k}

​
Wtd_Risk_CreditVolNonQ

Formula WS=s⋅RW⋅CRkWS = s \cdot RW \cdot CR_{k}

​
Wtd_Risk_Equity

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR

​
Wtd_Risk_EquityVol

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR

​
Wtd_Risk_FX

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR

​
Wtd_Risk_FXVol

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR

​
Wtd_Risk_Inflation

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR

​
Wtd_Risk_IRCurve

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR

​
Wtd_Risk_XCcyBasis

Formula WS=s⋅RW⋅CRWS = s \cdot RW \cdot CR