| SensitivityAggregateIR(double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double, double) |  | 0% | | 0% | 30 | 30 | 61 | 61 | 1 | 1 |
| cumulativeMarginCovariance() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| cumulativeMargin() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_OIS_OIS() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_OIS_LIBOR1M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_OIS_LIBOR3M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_OIS_LIBOR6M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_OIS_LIBOR12M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_OIS_PRIME() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_OIS_MUNICIPAL() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR1M_LIBOR1M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR1M_LIBOR3M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR1M_LIBOR6M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR1M_LIBOR12M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR1M_PRIME() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR1M_MUNICIPAL() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR3M_LIBOR3M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR3M_LIBOR6M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR3M_LIBOR12M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR3M_PRIME() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR3M_MUNICIPAL() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR6M_LIBOR6M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR6M_LIBOR12M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR6M_PRIME() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR6M_MUNICIPAL() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR12M_LIBOR12M() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR12M_PRIME() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_LIBOR12M_MUNICIPAL() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_PRIME_PRIME() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_PRIME_MUNICIPAL() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| marginCovariance_MUNICIPAL_MUNICIPAL() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| cumulativeMarginSensitivity() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |