Navigation : Cube Reference - Context Values - Dimensions -- MRA Dimensions --- [ActualPL].[Buckets] --- [ActualPL].[IsFullRevals] --- [ActualPL].[PL Drivers] --- [ActualPL].[Types] --- [Booking].[Books] --- [Booking].[Desks] --- [Booking].[Trades] --- [Counterparties].[Counterparties] --- [Counterparties].[CounterpartyCountriesOfRisk] --- [Counterparties].[CounterpartyHierarchy] --- [Counterparties].[Counterpartylds] --- [Counterparties].[CounterpartyNames] --- [Counterparties].[CounterpartyRatings] --- [Counterparties].[CounterpartySectors] --- [Counterparties].[CountriesOfAddress] --- [Currencies].[Currencies] --- [Currencies].[Currency] --- [Dates].[Date] --- [DynamicBucketing].[DynamicMaturities] --- [DynamicBucketing].[DynamicMoneyness] --- [DynamicBucketing].[DynamicTenors] --- [Instruments].[InstrumentClasses] --- [Instruments].[InstrumentTypes] --- [Organization].[BookHierarchy] --- [Organization].[Legal Entities] --- [Organization].[LegalEntityHierarchy] --- [Risk].[CalculationIds] --- [Risk].[Currencies] --- [Risk].[CurveTypes] --- [Risk].[Ladder Availability] --- [Risk].[Ladder Shifts] --- [Risk].[Liquidity Horizons] --- [Risk].[Maturities] --- [Risk].[Moneyness] --- [Risk].[Percentile] --- [Risk].[Qualifiers] --- [Risk].[Risk Classes] --- [Risk].[Risk Factors Secondary] --- [Risk].[Risk Factors] --- [Risk].[RiskFactorCurrencies] --- [Risk].[RiskFactorTypes] --- [Risk].[Scenario Sets] --- [Risk].[Scenarios] --- [Risk].[Tenors] --- [Sensitivities].[Sensitivity] --- [Sign-Off].[PnL] --- [Sign-Off].[Sensi] --- [Sign-Off].[VaR] --- [TradeAttributes].[MaturityDates] --- [TradeAttributes].[NotionalCurrencies] --- [TradeAttributes].[Sales] --- [TradeAttributes].[TradeDates] --- [TradeAttributes].[Traders] -- Sign-Off Dimensions - Measures Datastores Calculations Guide Input file formats [Currencies].[Currency] Description Currency of the input PL value (PnL vector and Actual PL data) Dimension Currencies Hierarchy Currency Levels [ALL, Ccy] [Currencies].[Currencies] [Dates].[Date]
Market Risk Accelerator Cube Reference Guide v1.7.2