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 ---- Gamma Current MD ---- Gamma Next MD ---- Gamma Previous MD ---- Native CCY ----- Debug ------ Cash Current MD Native Debug ------ Cash Next MD Native Debug ------ Cash Previous MD Native Debug ------ Delta Current MD Native 2 ------ Delta Current MD Native Debug ------ Delta Next MD Native Debug ------ Delta Previous MD Native Debug ------ Gamma Current MD Native Debug ------ Gamma Next MD Native Debug ------ Gamma Previous MD Native Debug ------ Theta Current MD Native Debug ------ Theta Next MD Native Debug ------ Theta Previous MD Native Debug ------ Vanna Current MD 2 Native Debug ------ Vanna Current MD Native Debug ------ Vanna Next MD Native Debug ------ Vanna Previous MD 2 Native Debug ------ Vanna Previous MD Native Debug ------ Vega Current MD Native Debug ------ Vega Next MD Native Debug ------ Vega Previous MD Native Debug ------ Volga Current MD Native Debug ------ Volga Next MD Native Debug ------ Volga Previous MD Native Debug ----- Delta Current MD Native ----- Delta Next MD Native ----- Delta Previous MD Native ----- Gamma Current MD Native ----- Gamma Next MD Native ----- Gamma Previous MD Native ----- Vanna Current MD 2 Native ----- Vanna Current MD Native ----- Vanna Next MD Native ----- Vanna Previous MD 2 Native ----- Vanna Previous MD Native ----- Vega Current MD Native ----- Vega Next MD Native ----- Vega Previous MD Native ----- Volga Current MD Native ----- Volga Next MD Native ----- Volga Previous MD Native ---- 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 Previous MD Native Debug NativeCurrency Description Market data interpolation debug string for gamma-driven PL as of previous date in units of original currency Hierarchy(ies) required in the view: [Currencies].[Currencies][Risk].[Risk Factors][Risk].[Tenors][SensitivityName].[Sensitivities],[Risk Classes].[Risk] Gamma Next MD Native Debug Theta Current MD Native Debug
Market Risk Accelerator Reference Guide v1.9.1