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 ---- Cash PnL Explain ---- Delta PnL Explain ---- Gamma PnL Explain ---- Native CCY ----- Cash PnL Explain Native ----- Delta PnL Explain Native ----- Gamma PnL Explain Native ----- PnL Explain Native ----- Theta PnL Explain Native ----- Vanna PnL Explain Native ----- Vega PnL Explain Native ----- Volga PnL Explain Native ---- PnL Explain ---- Theta PnL Explain ---- Vanna PnL Explain ---- Vega PnL Explain ---- Volga PnL Explain --- Sensitivities --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Native CCY Cash PnL Explain Native NativeCurrency Delta PnL Explain Native NativeCurrency Gamma PnL Explain Native NativeCurrency PnL Explain Native Theta PnL Explain Native NativeCurrency Vanna PnL Explain Native NativeCurrency Vega PnL Explain Native NativeCurrency Volga PnL Explain Native NativeCurrency Page 1 of 1 Gamma PnL Explain Cash PnL Explain Native
Market Risk Accelerator Reference Guide v1.9.1