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/market-data/market-data.html
---
Market Data measures
test ../ test cube/current-md.html
---- Current MD
test ../ test cube/current-md-interpolated.html
---- Current MD Interpolated
test ../ test cube/current-md-abs.html
---- Current MD Abs
test ../ test cube/current-md-abs-interpolated.html
---- Current MD Abs Interpolated
test ../ test cube/current-md-rel.html
---- Current MD Rel
test ../ test cube/current-md-rel-interpolated.html
---- Current MD Rel Interpolated
test ../ test cube/measures/market-data/market-data/fx-rate.html
----
FX rate measures
test ../ test cube/measures/market-data/market-data/native-ccy.html
----
Native currency measures
test ../ test cube/measures/market-data/shift.html
---
Shift 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/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
Current MD Interpolated
Description
Market data with interpolation
Hierarchies required in the view
The market data from the input file with the FX rate applied.
If there is no linked sensitivity, the hierarchy [Currencies].[srcCurrency] must be set to the selected source currency.
If the market data is a curve or a map, the [Risk].[Tenors], [Risk].[Maturities], or [Risk].[Moneyness] hierarchies may be required.