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