| curveAggregate(BucketSensitivitySettingsIR) |  | 0% | | 0% | 10 | 10 | 46 | 46 | 1 | 1 |
| BucketSensitivityIR(RiskFactorTenorSensitivity, RiskFactorTenorSensitivity, RiskFactorTenorSensitivity, RiskFactorTenorSensitivity, RiskFactorTenorSensitivity, RiskFactorTenorSensitivity, RiskFactorTenorSensitivity) | | 0% | | 0% | 8 | 8 | 11 | 11 | 1 | 1 |
| oisTenorMargin(BucketSensitivitySettingsIR) | | 0% | | 0% | 4 | 4 | 19 | 19 | 1 | 1 |
| libor1MTenorMargin(BucketSensitivitySettingsIR) | | 0% | | 0% | 4 | 4 | 19 | 19 | 1 | 1 |
| libor3MTenorMargin(BucketSensitivitySettingsIR) | | 0% | | 0% | 4 | 4 | 19 | 19 | 1 | 1 |
| libor6MTenorMargin(BucketSensitivitySettingsIR) | | 0% | | 0% | 4 | 4 | 19 | 19 | 1 | 1 |
| libor12MTenorMargin(BucketSensitivitySettingsIR) | | 0% | | 0% | 4 | 4 | 19 | 19 | 1 | 1 |
| primeTenorMargin(BucketSensitivitySettingsIR) | | 0% | | 0% | 4 | 4 | 19 | 19 | 1 | 1 |
| municipalTenorMargin(BucketSensitivitySettingsIR) | | 0% | | 0% | 4 | 4 | 19 | 19 | 1 | 1 |
| Standard(Map, Map, Map, Map, Map, Map, Map) | | 0% | | n/a | 1 | 1 | 4 | 4 | 1 | 1 |
| linearAggregate(BucketSensitivitySettingsIR) | | 0% | | 0% | 3 | 3 | 14 | 14 | 1 | 1 |
| curvatureAggregate(BucketSensitivitySettingsIR) | | 0% | | 0% | 3 | 3 | 14 | 14 | 1 | 1 |
| cumulativeTenorSensitivity() | | 0% | | n/a | 1 | 1 | 7 | 7 | 1 | 1 |
| sensitivityConcentrationRiskFactor(double) | | 0% | | 0% | 2 | 2 | 6 | 6 | 1 | 1 |
| aggregate(BucketSensitivitySettingsIR) | | 0% | | 0% | 3 | 3 | 4 | 4 | 1 | 1 |
| oisTenorSensitivity() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor1MTenorSensitivity() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor3MTenorSensitivity() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor6MTenorSensitivity() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| libor12MTenorSensitivity() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| primeTenorSensitivity() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |
| municipalTenorSensitivity() | | 0% | | n/a | 1 | 1 | 1 | 1 | 1 | 1 |