我有这个问题:获取阈值量。请帮忙 要获取阈值量,我需要遵循以下矩阵:
Tenor Notional Threshold
up to 1 yr up to 500k .05
up to 1 yr 500k to 1mio .75
up to 1 yr 1mio above .8
1-5yr up to 500k .1
1-5yr 500k to 1mio .25
1-5yr 1mio above .5
5-above up to 500k .3
5-above 500k to 1mio .25
5-above 1mio above .5