Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube -- Unexplained PnL -- Value at Risk -- VaR-ES Cube --- contributors.COUNT.VaR --- Trades Count --- update.TIMESTAMP.VaR --- Adjustments --- Expected Shortfall --- Expected Tail Gain --- KPIs --- Notional --- Tail --- Technical --- Utility ---- PnLVectorExpand ---- PnLVectorVaEExpand ---- VaR FX Rate ---- Vector Quality --- Value at Earning --- Value at Risk Datastores Calculations Guide Input file formats VaR FX Rate Description FX Rate used to convert simulated PL into the reference currency Hierarchy(ies) required in the view: [Currencies].[Currency] See also Cash FX Rate (cube) Delta FX Rate (cube) FX Rates Service (calculations) Gamma FX Rate (cube) ReferenceCurrency (cube) Theta FX Rate (cube) Vanna FX Rate (cube) Vega FX Rate (cube) PnLVectorVaEExpand Vector Quality
Market Risk Accelerator Reference Guide v1.9.1