Navigation : test ../../../ test user-getting-started.html Getting started test ../../../ test release-notes.html Release and migration notes test ../../../ test cube.html Cube reference test ../../../ test cube/context_values.html - Context Values test ../../../ test cube/dimensions.html - Dimensions test ../../../ test cube/measures.html - Measures test ../../../ test cube/measures/additional-margin.html -- Additional Margin test ../../../ test cube/measures/bucket-level-margin.html -- Bucket level margin test ../../../ test cube/measures/interim-results.html -- Interim results test ../../../ test cube/measures/interim-results/concentration-risk-factor.html --- Concentration risk factor test ../../../ test cube/measures/interim-results/curvature.html --- Curvature test ../../../ test cube/measures/interim-results/parameters.html --- Parameters test ../../../ test cube/measures/interim-results/sb.html --- Sb test ../../../ test cube/measures/interim-results/volatilities.html --- Volatilities test ../../../ test cube/measures/risk-class-level-margin.html -- Risk class level margin test ../../../ test cube/measures/schedule.html -- Schedule test ../../../ test cube/measures/sensitivities.html -- Sensitivities test ../../../ test cube/measures/sensitivity-level-margin.html -- Sensitivity level margin test ../../../ test cube/measures/weighted-sensitivities.html -- Weighted sensitivities test ../../../ test cube/additional-margin.html -- Additional Margin test ../../../ test cube/count.html -- Count test ../../../ test cube/fxrate.html -- FxRate test ../../../ test cube/simm.html -- SIMM test ../../../ test cube/total-im.html -- Total IM test ../../../ test cube/total-im-segregated.html -- Total IM Segregated test ../../../ test cube/total-im-unsegregated.html -- Total IM Unsegregated test ../../../ test cube/worst-regulation.html -- Worst Regulation test ../../../ test calculations.html Calculations guide test ../../../ test input-files.html Input file formats test ../../../ test datastores.html Datastores test ../../../ test what-if.html What-If test ../../../ test widgets.html Widgets Parameters BaseCorr_Weight parameter Commodity_Conc parameter Commodity_Corr parameter Commodity_Weight parameter CommodityVol_Conc parameter CommodityVol_HVR parameter CommodityVol_Weight parameter CreditNonQ_ConcentrationThreshold_Delta parameter CreditNonQ_ConcentrationThreshold_Vega parameter CreditNonQ_Weight parameter CreditQ_ConcentrationThreshold_Delta parameter CreditQ_ConcentrationThreshold_Vega parameter CreditQ_Weight parameter CreditVol_Weight parameter CreditVolNonQ_Weight parameter Equity_Conc parameter Equity_Corr parameter Equity_Weight parameter EquityVol_Conc parameter EquityVol_HVR parameter EquityVol_Weight parameter FX_Conc parameter FX_Corr parameter FX_Weight_Regular_Regular parameter FXVol_Conc parameter FXVol_HVR parameter FXVol_Weight parameter Inflation_Corr parameter Inflation_Weight parameter IR_CorrOuter parameter Page 1 of 2 Next Pages → Theta_IR BaseCorr_Weight