Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PnL -- Sensitivities --- Adjustments --- contributors.COUNT.Sensi --- Market Data ---- Delta Current MD ---- Delta Previous MD ---- FX Rate ---- Gamma Current MD ---- Gamma Previous MD ---- Native CCY ---- Vanna Current MD ---- Vanna Current MD 2 ---- Vanna Previous MD ---- Vanna Previous MD 2 ---- Vega Current MD ---- Vega Previous MD ---- Volga Current MD ---- Volga Previous MD --- PnL Explain --- Sensi Trades Count --- update.TIMESTAMP.Sensi -- Unexplained PnL -- VaR Datastores Calculations Guide Input file formats Gamma Previous MD Description Market data for gamma-driven PL as of previous date Hierarchy(ies) required in the view: [Risk].[Risk Factors][Risk].[Tenors] Gamma Current MD Native CCY
Market Risk Accelerator Cube Reference Guide v1.7.2