CreditQualifyingClassMargin21 |  | 0% |  | 0% | 10 | 10 | 109 | 109 | 6 | 6 | 1 | 1 |
CreditQualifyingClassMargin20 |  | 0% |  | 0% | 10 | 10 | 109 | 109 | 6 | 6 | 1 | 1 |
CreditQualifyingCurvatureMargin21 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditQualifyingCurvatureMargin20 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditQualifyingVegaMargin20 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditQualifyingVegaMargin21 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditQualifyingDeltaMargin21 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditQualifyingDeltaMargin20 |  | 0% |  | 0% | 14 | 14 | 86 | 86 | 8 | 8 | 1 | 1 |
CreditQualifyingBucketDeltaMarginFlow21 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditQualifyingBucketDeltaMarginFlow20 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditQualifyingBucketCurvatureMarginFlow20 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditQualifyingBucketCurvatureMarginFlow21 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditQualifyingBucketVegaMarginFlow21 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditQualifyingBucketVegaMarginFlow20 |  | 0% |  | 0% | 10 | 10 | 67 | 67 | 7 | 7 | 1 | 1 |
CreditQualifyingBucketCurvatureMargin21 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
CreditQualifyingBucketCurvatureMargin20 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
CreditQualifyingBucketVegaMargin20 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
CreditQualifyingBucketVegaMargin21 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
CreditQualifyingBucketDeltaMargin21 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |
CreditQualifyingBucketDeltaMargin20 |  | 0% |  | 0% | 10 | 10 | 66 | 66 | 7 | 7 | 1 | 1 |