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