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 ---- Gamma ----- Gamma ----- Gamma DtD ----- Gamma DtD % Difference ----- Gamma Ladder ----- Gamma Ladder Previous ----- Gamma Previous ----- Gamma with % Difference ----- Native CCY ---- Theta ---- Vanna ---- Vega ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Gamma Ladder Previous Description Gamma ladder for the previous day (input data) Gamma Ladder Gamma Previous
Market Risk Accelerator Reference Guide v1.9.1