Navigation : test ../ test user-ref.html User & Reference Guide test ../ test getting-started.html Getting started test ../ test getting-started/about.html - Using this guide test ../ test getting-started/whats-new.html - What's New test ../ test getting-started/data-model.html - Market Risk Data Model test ../ test dashboards.html Dashboards test ../ test what-if.html What-If Analysis test ../ test sign-off.html Sign-Off Approvals test ../ test calculations.html Calculations Guide test ../ test configuration.html Configuration files test ../ test cube.html Cube Reference test ../ test cube/context-values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/native-measures.html -- Native measures test ../ test cube/measures/pnl.html -- PL Cube test ../ test cube/measures/sensi.html -- Sensitivities Cube test ../ test cube/contributors.count.sensi.html --- contributors.COUNT.Sensi test ../ test cube/sensi-trades-count.html --- Sensi Trades Count test ../ test cube/update.timestamp.sensi.html --- update.TIMESTAMP.Sensi test ../ test cube/measures/sensi/market-data.html --- Market Data test ../ test cube/measures/sensi/pnl-explain.html --- PnL Explain test ../ test cube/measures/sensi/sensitivities.html --- Sensitivities test ../ test cube/measures/sensi/sensitivities/cash.html ---- Cash test ../ test cube/measures/sensi/sensitivities/delta.html ---- Delta test ../ test cube/measures/sensi/sensitivities/dividend.html ---- Dividend test ../ test cube/measures/sensi/sensitivities/gamma.html ---- Gamma test ../ test cube/measures/sensi/sensitivities/theta.html ---- Theta test ../ test cube/measures/sensi/sensitivities/vanna.html ---- Vanna test ../ test cube/measures/sensi/sensitivities/vega.html ---- Vega test ../ test cube/measures/sensi/sensitivities/vega/native-ccy.html ----- Native CCY test ../ test cube/vega-native.html ------ Vega Native test ../ test cube/vega-native-dtd.html ------ Vega Native DtD test ../ test cube/vega-native-dtd-difference.html ------ Vega Native DtD % Difference test ../ test cube/vega-native-previous.html ------ Vega Native Previous test ../ test cube/vega-native-with-difference.html ------ Vega Native with % Difference test ../ test cube/vega.html ----- Vega test ../ test cube/vega-dtd.html ----- Vega DtD test ../ test cube/vega-dtd-difference.html ----- Vega DtD % Difference test ../ test cube/vega-ladder.html ----- Vega Ladder test ../ test cube/vega-ladder-previous.html ----- Vega Ladder Previous test ../ test cube/vega-previous.html ----- Vega Previous test ../ test cube/vega-with-difference.html ----- Vega with % Difference test ../ test cube/measures/sensi/sensitivities/volga.html ---- Volga test ../ test cube/measures/sensi/value-at-risk.html --- Value at Risk test ../ test cube/measures/unexplained-pnl.html -- Unexplained PnL test ../ test cube/measures/var.html -- VaR-ES Cube test ../ test datastore.html Datastores test ../ test input-files.html Input file formats test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-getting-started.html - Getting Started test ../ test dev/dev-ref-impl.html - Market Risk Accelerator Reference Implementation test ../ test dev/dev-core.html - MRA Core test ../ test dev/dev-extensions.html - Extending the Accelerator test ../ test dev/dev-tools.html - Configuring Accelerator tools and methodologies test ../ test dev/dev-sign-off.html - Sign-Off test ../ test dev/dev-whatif.html - What-If test ../ test pdf-guides.html PDF Guides test ../ test extensibility.html Extensibility test ../ test misc.html Misc Vega Native DtD % Difference NativeCurrency Description Percentage change of Vega in units of original currency from one day to another. By default DtD. Relevant context values DayToDayDifference Hierarchies required in the view [Currencies].[Currencies] Vega Native DtD Vega Native Previous