coordinate dimension
In Deriscope terminology, the coordinate dimension of a specific coordinate is simply the number of coordinate values contained in that coordinate
For example, consider the case of a volatility table with two coordinates being the expiry and strike, where the expiry coordinate consists of the two coordinate values 1Y and 3Y and the strike coordinate consists of the three coordinate values 90, 100 and 110.
Then the coordinate dimension of the expiry coordinate equals 2 and the coordinate dimension of the strike coordinate equals 3.
