| RiskFactorAggregateIR(Map, Map, Map, Map, Map, Map, Map, double) |  | 0% | | 0% | 16 | 16 | 19 | 19 | 1 | 1 |
| linearMargin(BucketSensitivitySettingsIR) | | 0% | | n/a | 1 | 1 | 33 | 33 | 1 | 1 |
| curvatureMargin(BucketSensitivitySettingsIR) | | 0% | | n/a | 1 | 1 | 33 | 33 | 1 | 1 |
| curvatureMarginCovariance_OIS_LIBOR1M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_OIS_LIBOR3M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_OIS_LIBOR6M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_OIS_LIBOR12M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_OIS_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_OIS_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_LIBOR1M_LIBOR3M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_LIBOR1M_LIBOR6M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_LIBOR1M_LIBOR12M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_LIBOR1M_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_LIBOR1M_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_LIBOR3M_LIBOR6M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_LIBOR3M_LIBOR12M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_LIBOR3M_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_LIBOR3M_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_LIBOR6M_LIBOR12M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_LIBOR6M_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_LIBOR6M_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_LIBOR12M_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_LIBOR12M_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_PRIME_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 18 | 18 | 1 | 1 |
| curvatureMarginCovariance_OIS_OIS(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_LIBOR1M_LIBOR1M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_LIBOR3M_LIBOR3M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_LIBOR6M_LIBOR6M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_LIBOR12M_LIBOR12M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_PRIME_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| curvatureMarginCovariance_MUNICIPAL_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| linearMarginCovariance_OIS_LIBOR1M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_OIS_LIBOR3M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_OIS_LIBOR6M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_OIS_LIBOR12M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_OIS_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_OIS_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR1M_LIBOR3M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR1M_LIBOR6M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR1M_LIBOR12M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR1M_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR1M_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| linearMarginCovariance_LIBOR3M_LIBOR6M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR3M_LIBOR12M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR3M_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR3M_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| linearMarginCovariance_LIBOR6M_LIBOR12M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR6M_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR6M_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| linearMarginCovariance_LIBOR12M_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR12M_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 17 | 17 | 1 | 1 |
| linearMarginCovariance_PRIME_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_OIS_OIS(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR1M_LIBOR1M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR3M_LIBOR3M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR6M_LIBOR6M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_LIBOR12M_LIBOR12M(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_PRIME_PRIME(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| linearMarginCovariance_MUNICIPAL_MUNICIPAL(BucketSensitivitySettingsIR) | | 0% | | 0% | 5 | 5 | 16 | 16 | 1 | 1 |
| cumulativeOISSensitivityMargin() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| cumulativeLIBOR1MSensitivityMargin() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| cumulativeLIBOR3MSensitivityMargin() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| cumulativeLIBOR6MSensitivityMargin() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| cumulativeLIBOR12MSensitivityMargin() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| cumulativePRIMESensitivityMargin() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| cumulativeMUNICIPALSensitivityMargin() | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| cumulativeSensitivityMargin() | | 0% | | n/a | 1 | 1 | 7 | 7 | 1 | 1 |
| oisSensitivityMargin() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor1MSensitivityMargin() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor3MSensitivityMargin() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor6MSensitivityMargin() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor12MSensitivityMargin() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| primeSensitivityMargin() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| municipalSensitivityMargin() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| concentrationRiskFactor() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |