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 NativeCurrency Description 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 Theta Native DtD % Difference
Market Risk Accelerator Reference Guide v1.9.1