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 ---- Vega ----- Native CCY ----- Vega ----- Vega DtD ----- Vega DtD % Difference ----- Vega Ladder ----- Vega Ladder Previous ----- Vega Previous ----- Vega with % Difference ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Vega DtD % Difference Description Percentage change of Vega from one day to another. By default DtD. Relevant context values DayToDayDifference Vega DtD Vega Ladder
Market Risk Accelerator Reference Guide v1.9.1