Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube --- contributors.COUNT.Sensi --- Sensi Trades Count --- update.TIMESTAMP.Sensi --- Market Data --- PnL Explain --- Sensitivities ---- Cash ----- Cash ----- Cash DtD ----- Cash DtD % Difference ----- Cash Ladder ----- Cash Ladder Previous ----- Cash Previous ----- Cash with % Difference ----- Native CCY ------ Cash Native ------ Cash Native DtD ------ Cash Native DtD % Difference ------ Cash Native Previous ------ Cash Native with % Difference ---- Delta ---- Gamma ---- Theta ---- Vanna ---- Vega ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Cash Native DtD NativeCurrency Description Change of cash in units of original currency from one day to another. By default DtD. Relevant context values DayToDayDifference Hierarchy(ies) required in the view: [Currencies].[Currencies] Cash Native Cash Native DtD % Difference
Market Risk Accelerator Reference Guide v1.9.1