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