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/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-earnings/taylor.html ---- Taylor test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/cash.html ----- Cash test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/correlation.html ----- Correlation test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma.html ----- CrossGamma test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/delta.html ----- Delta test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/delta/vae.html ------ VaE test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/delta/vae-97.5.html ------ VaE 97.5 test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/delta/vae-99.html ------ VaE 99 test ../../../../../../ test cube/delta-taylor-vae-99.html ------- Delta Taylor VaE 99 test ../../../../../../ test cube/delta-taylor-vae-99-dtd.html ------- Delta Taylor VaE 99 DtD test ../../../../../../ test cube/delta-taylor-vae-99-dtd-difference.html ------- Delta Taylor VaE 99 DtD % Difference test ../../../../../../ test cube/delta-taylor-vae-99-previous.html ------- Delta Taylor VaE 99 Previous test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/delta/wvae.html ------ WVaE test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/delta/wvae-97.5.html ------ WVaE 97.5 test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/delta/wvae-99.html ------ WVaE 99 test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/gamma.html ----- Gamma test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vae.html ----- VaE test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vae-97.5.html ----- VaE 97.5 test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vae-99.html ----- VaE 99 test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna.html ----- Vanna test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vega.html ----- Vega test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/wvae.html ----- WVaE test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/wvae-97.5.html ----- WVaE 97.5 test ../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/wvae-99.html ----- WVaE 99 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 VaE 99 Delta Taylor VaE 99 Delta Taylor VaE 99 DtD Delta Taylor VaE 99 DtD % Difference Delta Taylor VaE 99 Previous Page 1 of 1 Delta Taylor VaE 97.5 Previous Delta Taylor VaE 99