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 limits.html Limit monitoring 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/market-data.html -- Market Data Cube 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/expected-shortfall.html --- Expected Shortfall test ../ test cube/measures/sensi/expected-tail-gain.html --- Expected Tail Gain test ../ test cube/measures/sensi/market-data.html --- Market Data test ../ test cube/cash-current-md.html ---- Cash Current MD test ../ test cube/cash-previous-md.html ---- Cash Previous MD test ../ test cube/correlation-current-md.html ---- Correlation Current MD test ../ test cube/correlation-previous-md.html ---- Correlation Previous MD test ../ test cube/crossgamma-current-md.html ---- CrossGamma Current MD test ../ test cube/crossgamma-current-md-2.html ---- CrossGamma Current MD 2 test ../ test cube/crossgamma-previous-md.html ---- CrossGamma Previous MD test ../ test cube/crossgamma-previous-md-2.html ---- CrossGamma Previous MD 2 test ../ test cube/delta-current-md.html ---- Delta Current MD test ../ test cube/delta-previous-md.html ---- Delta Previous MD test ../ test cube/dividend-current.html ---- Dividend Current test ../ test cube/dividend-previous.html ---- Dividend Previous test ../ test cube/measures/sensi/market-data/fx-rate.html ---- FX Rate test ../ test cube/gamma-current-md.html ---- Gamma Current MD test ../ test cube/gamma-previous-md.html ---- Gamma Previous MD test ../ test cube/measures/sensi/market-data/native-ccy.html ---- Native CCY test ../ test cube/correlation-current-md-native.html ----- Correlation Current MD Native test ../ test cube/correlation-previous-md-native.html ----- Correlation Previous MD Native test ../ test cube/crossgamma-current-md-2-native.html ----- CrossGamma Current MD 2 Native test ../ test cube/crossgamma-current-md-native.html ----- CrossGamma Current MD Native test ../ test cube/crossgamma-previous-md-2-native.html ----- CrossGamma Previous MD 2 Native test ../ test cube/crossgamma-previous-md-native.html ----- CrossGamma Previous MD Native test ../ test cube/measures/sensi/market-data/native-ccy/debug.html ----- Debug test ../ test cube/delta-current-md-native.html ----- Delta Current MD Native test ../ test cube/delta-previous-md-native.html ----- Delta Previous MD Native test ../ test cube/dividend-current-native.html ----- Dividend Current Native test ../ test cube/dividend-previous-native.html ----- Dividend Previous Native test ../ test cube/gamma-current-md-native.html ----- Gamma Current MD Native test ../ test cube/gamma-previous-md-native.html ----- Gamma Previous MD Native test ../ test cube/vanna-current-md-2-native.html ----- Vanna Current MD 2 Native test ../ test cube/vanna-current-md-native.html ----- Vanna Current MD Native test ../ test cube/vanna-previous-md-2-native.html ----- Vanna Previous MD 2 Native test ../ test cube/vanna-previous-md-native.html ----- Vanna Previous MD Native test ../ test cube/vega-current-md-native.html ----- Vega Current MD Native test ../ test cube/vega-previous-md-native.html ----- Vega Previous MD Native test ../ test cube/volga-current-md-native.html ----- Volga Current MD Native test ../ test cube/volga-previous-md-native.html ----- Volga Previous MD Native test ../ test cube/split-ratio-current.html ---- Split Ratio Current test ../ test cube/split-ratio-previous.html ---- Split Ratio Previous test ../ test cube/theta-current-md.html ---- Theta Current MD test ../ test cube/theta-previous-md.html ---- Theta Previous MD test ../ test cube/vanna-current-md.html ---- Vanna Current MD test ../ test cube/vanna-current-md-2.html ---- Vanna Current MD 2 test ../ test cube/vanna-previous-md.html ---- Vanna Previous MD test ../ test cube/vanna-previous-md-2.html ---- Vanna Previous MD 2 test ../ test cube/vega-current-md.html ---- Vega Current MD test ../ test cube/vega-previous-md.html ---- Vega Previous MD test ../ test cube/volga-current-md.html ---- Volga Current MD test ../ test cube/volga-previous-md.html ---- Volga Previous MD test ../ test cube/measures/sensi/pnl-explain.html --- PnL Explain test ../ test cube/measures/sensi/sensitivities.html --- Sensitivities test ../ test cube/measures/sensi/shift.html --- Shift test ../ test cube/measures/sensi/tail.html --- Tail test ../ test cube/measures/sensi/utility.html --- Utility test ../ test cube/measures/sensi/value-at-earnings.html --- Value at Earnings 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-mr-application.html - The Market Risk Application test ../ test dev/dev-libraries.html - Market Risk Libraries 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 Correlation Previous MD Native NativeCurrency Description Market data for correlation-driven PL as of previous date in units of original currency Hierarchies required in the view [Currencies].[Currencies][Risk].[Risk Factors][Risk].[Risk Factors Secondary][Risk].[Tenors] Correlation Current MD Native CrossGamma Current MD 2 Native