Well this was not possible at least using the good old RELATIVE calc function :
FIX(@RELATIVE(@UDA("Market", "Major Market"), 0))
A quick look at Essbase techref (11.1.1.3/11.1.1.4 in my case) and I found this calc function which will do the trick :
@LDESCENDANTS(@UDA("Market", "Major Market"), 0)
Here an extract from techref regarding @LDESCENDANTS calculation function :
Returns all descendants of the members in the specified member list or all descendents down to the specified generation or level. This function excludes the specified members.You can use the @LDESCENDANTS function as a parameter of another function, where the function requires a list of members.
This function was made available with Essbase version 11.1.1.
Thanks to Cameron Lackpour for putting me "the flea in the ear", indeed and originally I was looking for a way to loop accros a list of members.