| ISDA_20(String) |  | 0% | | 0% | 10 | 10 | 39 | 39 | 1 | 1 |
| ISDA_21(String) | | 0% | | 0% | 10 | 10 | 39 | 39 | 1 | 1 |
| BucketVegaSettingsIR(Map, Map, Map, Map, Map, Map, Map, LabelCorrelation, double, double, double, double, Map, Map, Map, Map, Map, Map, Map) | | 0% | | 0% | 10 | 10 | 14 | 14 | 1 | 1 |
| oisTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 10 | 10 | 1 | 1 |
| libor1MTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| libor3MTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| libor6MTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| libor12MTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| primeTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| municipalTenorRiskWeight() | | 0% | | 0% | 3 | 3 | 11 | 11 | 1 | 1 |
| vegaScaler() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| historicalVolatilityRatio() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oisTenorDeltaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| oisTenorVegaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor1MTenorDeltaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor1MTenorVegaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor3MTenorDeltaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor3MTenorVegaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor6MTenorDeltaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor6MTenorVegaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor12MTenorDeltaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor12MTenorVegaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| primeTenorDeltaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| primeTenorVegaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| municipalTenorDeltaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| municipalTenorVegaRiskWeight() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |