Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube --- contributors.COUNT.Sensi --- Sensi Trades Count --- update.TIMESTAMP.Sensi --- Market Data ---- Cash Current MD ---- Cash Next MD ---- Cash Previous MD ---- Delta Current MD ---- Delta Next MD ---- Delta Previous MD ---- FX Rate ---- Gamma Current MD ---- Gamma Next MD ---- Gamma Previous MD ---- Native CCY ----- Debug ----- Delta Current MD Native ----- Delta Next MD Native ----- Delta Previous MD Native ----- Gamma Current MD Native ----- Gamma Next MD Native ----- Gamma Previous MD Native ----- Vanna Current MD 2 Native ----- Vanna Current MD Native ----- Vanna Next MD Native ----- Vanna Previous MD 2 Native ----- Vanna Previous MD Native ----- Vega Current MD Native ----- Vega Next MD Native ----- Vega Previous MD Native ----- Volga Current MD Native ----- Volga Next MD Native ----- Volga Previous MD Native ---- Theta Current MD ---- Theta Next MD ---- Theta Previous MD ---- Vanna Current MD ---- Vanna Current MD 2 ---- Vanna Next MD ---- Vanna Previous MD ---- Vanna Previous MD 2 ---- Vega Current MD ---- Vega Next MD ---- Vega Previous MD ---- Volga Current MD ---- Volga Next MD ---- Volga Previous MD --- PnL Explain --- Sensitivities --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Volga Previous MD Native NativeCurrency Description Market data for volga-driven PL as of previous date in units of original currency Hierarchy(ies) required in the view: [Currencies].[Currencies][Risk].[Tenors][Risk].[Moneyness][Risk].[Maturities] Volga Next MD Native Theta Current MD
Market Risk Accelerator Reference Guide v1.9.1