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 Native ------ Vega Native DtD ------ Vega Native DtD % Difference ------ Vega Native Previous ------ Vega Native with % Difference ----- 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 Native DtD NativeCurrency Description Change of Vega 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] Vega Native Vega Native DtD % Difference
Market Risk Accelerator Reference Guide v1.9.1