Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/using-this-guide.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/frtb-data-model.html
- FRTB Data Model
test ../ test getting-started/directquery.html
- DirectQuery
test ../ test configuration.html
Configuration files
test ../ test datastore.html
Data Stores
test ../ test database.html
Database
test ../ test input-files.html
Input Data
test ../ test tutorials.html
Tutorials
test ../ test tutorials/data-sanity-check.html
- Data Sanity Check
test ../ test tutorials/tips-for-validating-the-calculations.html
- Tips for Validating the Calculations
test ../ test tutorials/viewing-qis-numbers.html
- Viewing QIS Numbers
test ../ test interpret-impl.html
Interpretation and Implementation of the MAR standard
test ../ test cube.html
Analytics Reference
test ../ test cube/measures.html
-
Measures
test ../ test cube/dimensions.html
-
Dimensions
test ../ test cube/booking.books.html
-- [Booking].[Books]
test ../ test cube/booking.categories.html
-- [Booking].[Categories]
test ../ test cube/booking.desks.html
-- [Booking].[Desks]
test ../ test cube/booking.frtb-model.html
-- [Booking].[FRTB Model]
test ../ test cube/booking.irt-desk.html
-- [Booking].[IRT Desk]
test ../ test cube/booking.netting-set.html
-- [Booking].[Netting Set]
test ../ test cube/booking.pla-zone.html
-- [Booking].[PLA Zone]
test ../ test cube/booking.trades.html
-- [Booking].[Trades]
test ../ test cube/buckets.commodity-buckets.html
-- [Buckets].[Commodity Buckets]
test ../ test cube/buckets.csr-non-sec-buckets.html
-- [Buckets].[CSR non-Sec Buckets]
test ../ test cube/buckets.csr-sec-ctp-buckets.html
-- [Buckets].[CSR Sec CTP Buckets]
test ../ test cube/buckets.csr-sec-non-ctp-buckets.html
-- [Buckets].[CSR Sec non-CTP Buckets]
test ../ test cube/buckets.equity-buckets.html
-- [Buckets].[Equity Buckets]
test ../ test cube/buckets.fx-buckets.html
-- [Buckets].[FX Buckets]
test ../ test cube/buckets.girr-buckets.html
-- [Buckets].[GIRR Buckets]
test ../ test cube/currencies.currency.html
-- [Currencies].[Currency]
test ../ test cube/dates.bookstructuredate.html
-- [Dates].[BookStructureDate]
test ../ test cube/dates.date.html
-- [Dates].[Date]
test ../ test cube/dates.omegadate.html
-- [Dates].[OmegaDate]
test ../ test cube/dates.tradedates.html
-- [Dates].[TradeDates]
test ../ test cube/default-risk-charge.drc-direction.html
-- [Default Risk Charge].[DRC Direction]
test ../ test cube/default-risk-charge.drc-fund-treatment.html
-- [Default Risk Charge].[DRC Fund Treatment]
test ../ test cube/default-risk-charge.drc-instrument-lgd-type.html
-- [Default Risk Charge].[DRC Instrument LGD Type]
test ../ test cube/default-risk-charge.drc-maturity.html
-- [Default Risk Charge].[DRC Maturity]
test ../ test cube/default-risk-charge.drc-non-sec-bucket.html
-- [Default Risk Charge].[DRC non-Sec Bucket]
test ../ test cube/default-risk-charge.drc-non-sec-rating.html
-- [Default Risk Charge].[DRC non-Sec Rating]
test ../ test cube/default-risk-charge.drc-obligor.html
-- [Default Risk Charge].[DRC Obligor]
test ../ test cube/default-risk-charge.drc-sec-ctp-attachment.html
-- [Default Risk Charge].[DRC Sec CTP Attachment]
test ../ test cube/default-risk-charge.drc-sec-ctp-bucket.html
-- [Default Risk Charge].[DRC Sec CTP Bucket]
test ../ test cube/default-risk-charge.drc-sec-ctp-detachment.html
-- [Default Risk Charge].[DRC Sec CTP Detachment]
test ../ test cube/default-risk-charge.drc-sec-ctp-instrument-type.html
-- [Default Risk Charge].[DRC Sec CTP Instrument Type]
test ../ test cube/default-risk-charge.drc-sec-ctp-rating-type.html
-- [Default Risk Charge].[DRC Sec CTP Rating Type]
test ../ test cube/default-risk-charge.drc-sec-ctp-rating.html
-- [Default Risk Charge].[DRC Sec CTP Rating]
test ../ test cube/default-risk-charge.drc-sec-ctp-security.html
-- [Default Risk Charge].[DRC Sec CTP Security]
test ../ test cube/default-risk-charge.drc-sec-ctp-seniority.html
-- [Default Risk Charge].[DRC Sec CTP Seniority]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-asset-class.html
-- [Default Risk Charge].[DRC Sec non-CTP Asset Class]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-attachment.html
-- [Default Risk Charge].[DRC Sec non-CTP Attachment]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-bucket.html
-- [Default Risk Charge].[DRC Sec non-CTP Bucket]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-detachment.html
-- [Default Risk Charge].[DRC Sec non-CTP Detachment]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-rating-type.html
-- [Default Risk Charge].[DRC Sec non-CTP Rating Type]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-rating.html
-- [Default Risk Charge].[DRC Sec non-CTP Rating]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-region.html
-- [Default Risk Charge].[DRC Sec non-CTP Region]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-seniority.html
-- [Default Risk Charge].[DRC Sec non-CTP Seniority]
test ../ test cube/default-risk-charge.drc-sec-non-ctp-tranche.html
-- [Default Risk Charge].[DRC Sec non-CTP Tranche]
test ../ test cube/default-risk-charge.drc-seniority.html
-- [Default Risk Charge].[DRC Seniority]
test ../ test cube/default-risk-charge.drc-zero-risk-weight.html
-- [Default Risk Charge].[DRC Zero Risk Weight]
test ../ test cube/displaycurrency.displaycurrency.html
-- [displayCurrency].[displayCurrency]
test ../ test cube/double-sums.commodity-delta-double-sums.html
-- [Double Sums].[Commodity Delta Double Sums]
test ../ test cube/double-sums.commodity-vega-double-sums.html
-- [Double Sums].[Commodity Vega Double Sums]
test ../ test cube/double-sums.csr-non-sec-delta-double-sums.html
-- [Double Sums].[CSR non-Sec Delta Double Sums]
test ../ test cube/double-sums.csr-non-sec-vega-double-sums.html
-- [Double Sums].[CSR non-Sec Vega Double Sums]
test ../ test cube/double-sums.csr-sec-ctp-delta-double-sums.html
-- [Double Sums].[CSR Sec CTP Delta Double Sums]
test ../ test cube/double-sums.csr-sec-ctp-vega-double-sums.html
-- [Double Sums].[CSR Sec CTP Vega Double Sums]
test ../ test cube/double-sums.csr-sec-non-ctp-delta-double-sums.html
-- [Double Sums].[CSR Sec non-CTP Delta Double Sums]
test ../ test cube/double-sums.csr-sec-non-ctp-vega-double-sums.html
-- [Double Sums].[CSR Sec non-CTP Vega Double Sums]
test ../ test cube/double-sums.equity-delta-double-sums.html
-- [Double Sums].[Equity Delta Double Sums]
test ../ test cube/double-sums.equity-vega-double-sums.html
-- [Double Sums].[Equity Vega Double Sums]
test ../ test cube/double-sums.fx-delta-double-sums.html
-- [Double Sums].[FX Delta Double Sums]
test ../ test cube/double-sums.fx-vega-double-sums.html
-- [Double Sums].[FX Vega Double Sums]
test ../ test cube/double-sums.girr-delta-double-sums.html
-- [Double Sums].[GIRR Delta Double Sums]
test ../ test cube/double-sums.girr-vega-double-sums.html
-- [Double Sums].[GIRR Vega Double Sums]
test ../ test cube/epoch.epoch.html
-- [Epoch].[Epoch]
test ../ test cube/lookback.lookback.html
-- [Lookback].[Lookback]
test ../ test cube/market-data.csr-quality.html
-- [Market Data].[CSR Quality]
test ../ test cube/market-data.csr-rating.html
-- [Market Data].[CSR Rating]
test ../ test cube/market-data.csr-sec-non-ctp-attachment.html
-- [Market Data].[CSR Sec non-CTP Attachment]
test ../ test cube/market-data.csr-sec-non-ctp-detachment.html
-- [Market Data].[CSR Sec non-CTP Detachment]
test ../ test cube/market-data.csr-sec-non-ctp-pool.html
-- [Market Data].[CSR Sec non-CTP Pool]
test ../ test cube/market-data.csr-sector.html
-- [Market Data].[CSR Sector]
test ../ test cube/market-data.equity-issuer-economy.html
-- [Market Data].[Equity Issuer Economy]
test ../ test cube/market-data.equity-market-cap.html
-- [Market Data].[Equity Market Cap]
test ../ test cube/market-data.equity-sector.html
-- [Market Data].[Equity Sector]
test ../ test cube/market-data.girr-currency.html
-- [Market Data].[GIRR Currency]
test ../ test cube/market-data.girr-curve-types.html
-- [Market Data].[GIRR Curve Types]
test ../ test cube/market-data.underlying.html
-- [Market Data].[Underlying]
test ../ test cube/organization.bookhierarchy.html
-- [Organization].[BookHierarchy]
test ../ test cube/organization.legal-entities.html
-- [Organization].[Legal Entities]
test ../ test cube/organization.legalentityhierarchy.html
-- [Organization].[LegalEntityHierarchy]
test ../ test cube/parameter-sets.parameter-set.html
-- [Parameter Sets].[Parameter Set]
test ../ test cube/risk.commodity-location.html
-- [Risk].[Commodity Location]
test ../ test cube/risk.currencies.html
-- [Risk].[Currencies]
test ../ test cube/risk.data-sets.html
-- [Risk].[Data Sets]
test ../ test cube/risk.drc-scenarios.html
-- [Risk].[DRC Scenarios]
test ../ test cube/risk.fx-counter-currency.html
-- [Risk].[FX Counter Currency]
test ../ test cube/risk.idiosyncratic.html
-- [Risk].[Idiosyncratic]
test ../ test cube/risk.liquidity-horizons.html
-- [Risk].[Liquidity Horizons]
test ../ test cube/risk.maturities.html
-- [Risk].[Maturities]
test ../ test cube/risk.model.html
-- [Risk].[Model]
test ../ test cube/risk.original-maturity.html
-- [Risk].[Original Maturity]
test ../ test cube/risk.original-underlying-maturity.html
-- [Risk].[Original Underlying Maturity]
test ../ test cube/risk.present-value-ladder.html
-- [Risk].[Present Value Ladder]
test ../ test cube/risk.residual-risk-add-on.html
-- [Risk].[Residual Risk Add On]
test ../ test cube/risk.risk-classes.html
-- [Risk].[Risk Classes]
test ../ test cube/risk.risk-factor-types.html
-- [Risk].[Risk Factor Types]
test ../ test cube/risk.risk-factors-set.html
-- [Risk].[Risk Factors Set]
test ../ test cube/risk.risk-factors.html
-- [Risk].[Risk Factors]
test ../ test cube/risk.risk-measures.html
-- [Risk].[Risk Measures]
test ../ test cube/risk.rrao-category.html
-- [Risk].[RRAO Category]
test ../ test cube/risk.scenario-dates.html
-- [Risk].[Scenario Dates]
test ../ test cube/risk.sensitivity-scale-category.html
-- [Risk].[Sensitivity Scale Category]
test ../ test cube/risk.sliding-window.html
-- [Risk].[Sliding Window]
test ../ test cube/risk.vertices.html
-- [Risk].[Vertices]
test ../ test cube/sign-off.adjustment.html
-- [Sign-off].[Adjustment]
test ../ test cube/sign-off.sign-off-status.html
-- [Sign-off].[Sign-off Status]
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-ui-config.html
-
Configuring the UI
test ../ test dev/dev-ref-impl.html
-
FRTB Reference Implementation
test ../ test dev/dev-core.html
-
FRTB Core
test ../ test dev/dev-extensions.html
-
Extending the Solution
test ../ test dev/dev-tools.html
-
Configuring Solution tools and methodologies
test ../ test dev/dev-sign-off.html
-
Sign-Off
test ../ test dev/dev-direct-query.html
-
DirectQuery
test ../ test limits.html
Limit monitoring
test ../ test sign-off.html
Sign-Off Approvals
test ../ test what-if.html
What-If Analysis
test ../ test pdf-guides.html
PDF Guides
test ../ test glossary.html
Glossary
[Dates].[OmegaDate]
Description
Slicing date selector for weekly reference
Reference
[MAR33.15]
Dimension
Dates
Hierarchy
OmegaDate
Levels
[OmegaDate]
This slicing hierarchy is used to select the right date used to compute the Omega measure.
You can set it up with the property ima.date.specific.omega which gives the different possible day references. It is a list of human-readable key-value pairs.