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Cube Reference
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Context Values
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Dimensions
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Measures
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Native measures
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PL Cube
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Sensitivities Cube
--- contributors.COUNT.Sensi
--- Sensi Trades Count
--- update.TIMESTAMP.Sensi
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Market Data
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PnL Explain
---- Cash PnL Explain
---- Delta PnL Explain
---- Gamma PnL Explain
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Native CCY
----- Cash PnL Explain Native
----- Delta PnL Explain Native
----- Gamma PnL Explain Native
----- PnL Explain Native
----- Theta PnL Explain Native
----- Vanna PnL Explain Native
----- Vega PnL Explain Native
----- Volga PnL Explain Native
---- PnL Explain
---- Theta PnL Explain
---- Vanna PnL Explain
---- Vega PnL Explain
---- Volga PnL Explain
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Sensitivities
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Value at Risk
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Unexplained PnL
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Value at Risk
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VaR-ES Cube
Datastores
Calculations Guide
Input file formats
Cash PnL Explain Native
Description
Cash-driven PL estimate expressed in units of original currency. Please note that even if this metric is expressed in the original currency, it relies on the reference currency for its computation.
Hierarchy(ies) required in the view:
Market Risk Accelerator Reference Guide v1.9.1