Market Risk Accelerator Cube Reference Guide v1.7.2MarketDataSet
| Description | Market Data Set used for the FX conversions and greek-based calculations |
|---|
If multiple market data sets have been provided for fx rates and other quotes, you can switch between them using the MarketDataSet context value:
See also
- Delta FX Rate (cube)
- FX Rates Service (calculations)
- Gamma FX Rate (cube)
- ReferenceCurrency (cube)
- VaR FX Rate (cube)
- Vanna FX Rate (cube)
- Vega FX Rate (cube)