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 Native ------ Theta Native DtD ------ Theta Native DtD % Difference ------ Theta Native Previous ------ Theta Native with % Difference ----- 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 Native DtD % Difference NativeCurrency Description Percentage change of theta 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] Theta Native DtD Theta Native Previous
Market Risk Accelerator Reference Guide v1.9.1