Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube --- contributors.COUNT.Sensi --- Sensi Trades Count --- update.TIMESTAMP.Sensi --- Market Data ---- Cash Current MD ---- Cash Next MD ---- Cash Previous MD ---- Delta Current MD ---- Delta Next MD ---- Delta Previous MD ---- FX Rate ----- Cash FX Rate ----- Delta FX Rate ----- Gamma FX Rate ----- Theta FX Rate ----- Vanna FX Rate ----- Vega FX Rate ----- Volga FX Rate ---- Gamma Current MD ---- Gamma Next MD ---- Gamma Previous MD ---- Native CCY ---- Theta Current MD ---- Theta Next MD ---- Theta Previous MD ---- Vanna Current MD ---- Vanna Current MD 2 ---- Vanna Next MD ---- Vanna Previous MD ---- Vanna Previous MD 2 ---- Vega Current MD ---- Vega Next MD ---- Vega Previous MD ---- Volga Current MD ---- Volga Next MD ---- Volga Previous MD --- PnL Explain --- Sensitivities --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Gamma FX Rate Description FX Rate used to convert gamma into the reference currency Relevant context values referenceCurrency Hierarchy(ies) required in the view: [Currencies].[Currencies] See also Cash FX Rate (cube) Delta FX Rate (cube) FX Rates Service (calculations) ReferenceCurrency (cube) Theta FX Rate (cube) VaR FX Rate (cube) Vanna FX Rate (cube) Vega FX Rate (cube) Delta FX Rate Theta FX Rate
Market Risk Accelerator Reference Guide v1.9.1