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/correlation-shift-vector.html
---- Correlation Shift Vector
test ../ test cube/correlation-shift-vector-interpolated.html
---- Correlation Shift Vector Interpolated
test ../ test cube/correlation-shift-vector-interpolated-normalized.html
---- Correlation Shift Vector Interpolated Normalized
test ../ test cube/correlation-shift-vector-interpolated-normalized-stddev.html
---- Correlation Shift Vector Interpolated Normalized StdDev
test ../ test cube/correlation-shift-vector-interpolated-stddev.html
---- Correlation Shift Vector Interpolated StdDev
test ../ test cube/correlation-shift-vector-normalized.html
---- Correlation Shift Vector Normalized
test ../ test cube/correlation-shift-vector-normalized-stddev.html
---- Correlation Shift Vector Normalized StdDev
test ../ test cube/correlation-shift-vector-stddev.html
---- Correlation Shift Vector StdDev
test ../ test cube/crossgamma-shift-vector.html
---- CrossGamma Shift Vector
test ../ test cube/crossgamma-shift-vector-interpolated.html
---- CrossGamma Shift Vector Interpolated
test ../ test cube/crossgamma-shift-vector-interpolated-normalized.html
---- CrossGamma Shift Vector Interpolated Normalized
test ../ test cube/crossgamma-shift-vector-interpolated-normalized-stddev.html
---- CrossGamma Shift Vector Interpolated Normalized StdDev
test ../ test cube/crossgamma-shift-vector-interpolated-stddev.html
---- CrossGamma Shift Vector Interpolated StdDev
test ../ test cube/crossgamma-shift-vector-normalized.html
---- CrossGamma Shift Vector Normalized
test ../ test cube/crossgamma-shift-vector-normalized-stddev.html
---- CrossGamma Shift Vector Normalized StdDev
test ../ test cube/crossgamma-shift-vector-stddev.html
---- CrossGamma Shift Vector StdDev
test ../ test cube/delta-shift-vector.html
---- Delta Shift Vector
test ../ test cube/delta-shift-vector-interpolated.html
---- Delta Shift Vector Interpolated
test ../ test cube/delta-shift-vector-interpolated-normalized.html
---- Delta Shift Vector Interpolated Normalized
test ../ test cube/delta-shift-vector-interpolated-normalized-stddev.html
---- Delta Shift Vector Interpolated Normalized StdDev
test ../ test cube/delta-shift-vector-interpolated-stddev.html
---- Delta Shift Vector Interpolated StdDev
test ../ test cube/delta-shift-vector-normalized.html
---- Delta Shift Vector Normalized
test ../ test cube/delta-shift-vector-normalized-stddev.html
---- Delta Shift Vector Normalized StdDev
test ../ test cube/delta-shift-vector-stddev.html
---- Delta Shift Vector StdDev
test ../ test cube/gamma-shift-vector.html
---- Gamma Shift Vector
test ../ test cube/gamma-shift-vector-interpolated.html
---- Gamma Shift Vector Interpolated
test ../ test cube/gamma-shift-vector-interpolated-normalized.html
---- Gamma Shift Vector Interpolated Normalized
test ../ test cube/gamma-shift-vector-interpolated-normalized-stddev.html
---- Gamma Shift Vector Interpolated Normalized StdDev
test ../ test cube/gamma-shift-vector-interpolated-stddev.html
---- Gamma Shift Vector Interpolated StdDev
test ../ test cube/gamma-shift-vector-normalized.html
---- Gamma Shift Vector Normalized
test ../ test cube/gamma-shift-vector-normalized-stddev.html
---- Gamma Shift Vector Normalized StdDev
test ../ test cube/gamma-shift-vector-stddev.html
---- Gamma Shift Vector StdDev
test ../ test cube/vanna-shift-vector.html
---- Vanna Shift Vector
test ../ test cube/vanna-shift-vector-interpolated.html
---- Vanna Shift Vector Interpolated
test ../ test cube/vanna-shift-vector-interpolated-normalized.html
---- Vanna Shift Vector Interpolated Normalized
test ../ test cube/vanna-shift-vector-interpolated-normalized-stddev.html
---- Vanna Shift Vector Interpolated Normalized StdDev
test ../ test cube/vanna-shift-vector-interpolated-stddev.html
---- Vanna Shift Vector Interpolated StdDev
test ../ test cube/vanna-shift-vector-normalized.html
---- Vanna Shift Vector Normalized
test ../ test cube/vanna-shift-vector-normalized-stddev.html
---- Vanna Shift Vector Normalized StdDev
test ../ test cube/vanna-shift-vector-stddev.html
---- Vanna Shift Vector StdDev
test ../ test cube/vega-shift-vector.html
---- Vega Shift Vector
test ../ test cube/vega-shift-vector-interpolated.html
---- Vega Shift Vector Interpolated
test ../ test cube/vega-shift-vector-interpolated-normalized.html
---- Vega Shift Vector Interpolated Normalized
test ../ test cube/vega-shift-vector-interpolated-normalized-stddev.html
---- Vega Shift Vector Interpolated Normalized StdDev
test ../ test cube/vega-shift-vector-interpolated-stddev.html
---- Vega Shift Vector Interpolated StdDev
test ../ test cube/vega-shift-vector-normalized.html
---- Vega Shift Vector Normalized
test ../ test cube/vega-shift-vector-normalized-stddev.html
---- Vega Shift Vector Normalized StdDev
test ../ test cube/vega-shift-vector-stddev.html
---- Vega Shift Vector StdDev
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
Vega Shift Vector StdDev
Description
Standard deviation of the Market Shift vector used by the Vega sensitivity, not interpolated, not normalized
Hierarchies required in the view
The scenario (i) is defined by [Risk].[Scenarios].
If the market data is a curve or a map, the [Risk].[Tenors], [Risk].[Maturities], or [Risk].[Moneyness] hierarchies may be required.