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 ---- Delta ----- Delta ----- Delta DtD ----- Delta DtD % Difference ----- Delta Ladder ----- Delta Ladder Previous ----- Delta Previous ----- Delta with % Difference ----- Native CCY ------ Delta Native ------ Delta Native DtD ------ Delta Native DtD % Difference ------ Delta Native Previous ------ Delta Native with % Difference ---- Gamma ---- Theta ---- Vanna ---- Vega ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Delta Native DtD NativeCurrency Description Change of delta 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] Delta Native Delta Native DtD % Difference
Market Risk Accelerator Reference Guide v1.9.1