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 ---- Vanna ----- Native CCY ------ Vanna Native ------ Vanna Native DtD ------ Vanna Native DtD % Difference ------ Vanna Native Previous ------ Vanna Native with % Difference ----- Vanna ----- Vanna DtD ----- Vanna DtD % Difference ----- Vanna Ladder ----- Vanna Ladder Previous ----- Vanna Previous ----- Vanna with % Difference ---- Vega ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Vanna Native DtD NativeCurrency Description Change of Vanna Native from one day to another. By default DtD. Relevant context values DayToDayDifference Hierarchy(ies) required in the view: [Currencies].[Currencies] Vanna Native Vanna Native DtD % Difference
Market Risk Accelerator Reference Guide v1.9.1