Navigation : Cube Reference Datastores Calculations Guide - Component Measures - FX Effect on VaR - FX Rates Service - Incremental Measures - LEstimated Measures - Parametric VaR - Taylor VaR - VaR Interpolation - WHS Input file formats Calculations Guide This section provides calculation walk-throughs for the Market Risk Accelerator. DynamicTenors, DynamicMaturities, DynamicMoneyness Component Measures
Market Risk Accelerator Reference Guide v1.9.1