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 NativeCurrency Description 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 Volga Native DtD % Difference
Market Risk Accelerator Reference Guide v1.9.1