Navigation :
test ../ test user-getting-started.html
Getting started
test ../ test release-notes.html
Release and migration notes
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/additional-margin.html
--
Additional Margin
test ../ test cube/measures/bucket-level-margin.html
--
Bucket level margin
test ../ test cube/measures/interim-results.html
--
Interim results
test ../ test cube/measures/risk-class-level-margin.html
--
Risk class level margin
test ../ test cube/measures/schedule.html
--
Schedule
test ../ test cube/gross-im.html
--- Gross IM
test ../ test cube/gross-replacement-cost.html
--- Gross Replacement Cost
test ../ test cube/net-replacement-cost.html
--- Net Replacement Cost
test ../ test cube/ngr.html
--- NGR
test ../ test cube/notional.html
--- Notional
test ../ test cube/pv.html
--- PV
test ../ test cube/standard-im.html
--- Standard IM
test ../ test cube/measures/sensitivities.html
--
Sensitivities
test ../ test cube/measures/sensitivity-level-margin.html
--
Sensitivity level margin
test ../ test cube/measures/weighted-sensitivities.html
--
Weighted sensitivities
test ../ test cube/additional-margin.html
-- Additional Margin
test ../ test cube/count.html
-- Count
test ../ test cube/fxrate.html
-- FxRate
test ../ test cube/simm.html
-- SIMM
test ../ test cube/total-im.html
-- Total IM
test ../ test cube/total-im-segregated.html
-- Total IM Segregated
test ../ test cube/total-im-unsegregated.html
-- Total IM Unsegregated
test ../ test cube/worst-regulation.html
-- Worst Regulation
test ../ test calculations.html
Calculations guide
test ../ test input-files.html
Input file formats
test ../ test datastores.html
Datastores
test ../ test what-if.html
What-If
test ../ test widgets.html
Widgets
Gross Replacement Cost
Description
Sum of positive market values across trades in the netting set
Formula
sum of positive market values across trades in the netting set of max(0, PV) (in-the-money trades)
Please note, that to obtain a meaningful result, you need to add a hierarchy representing netting set into the view. The hierarchy representing the netting sets is configurable, usually it is PortfolioID or NettingSetID.
See also