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 with % Difference NativeCurrency Description Cash in units of original currency with percentage difference in brackets. Note: This measure outputs a string. Relevant context values DayToDayDifference Hierarchy(ies) required in the view: [Currencies].[Currencies] Cash Native Previous Delta
Market Risk Accelerator Reference Guide v1.9.1