User Help System
Delta Ladder Report
The result set for Delta Ladder generates the following reports:
Delta Ladder Margin Details
From the Rates Calculator screen, select the Delta Margin icon for the portfolio. 
For the given portfolio, the Delta Ladder - Margin Contribution appears.
The Delta Ladders Histogram Report contains Account Information: including Account, Maintenance, Concentration and Initial Margin Requirements, Number of Tenor Curves.
