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 ----- Debug ----- Delta Current MD Native ----- Delta Previous MD Native ----- Gamma Current MD Native ----- Gamma Previous MD Native ----- Vanna Current MD Native ----- Vanna Current MD Native 2 ----- Vanna Previous MD Native ----- Vanna Previous MD Native 2 ----- Vega Current MD Native ----- Vega Previous MD Native ----- Volga Current MD Native ----- Volga Previous MD Native ---- 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 Vanna Previous MD Native NativeCurrency Description Market data for vanna-driven PL as of previous date in the units of original currency Hierarchy(ies) required in the view: [Currencies].[Currencies][Risk].[Tenors][Risk].[Moneyness][Risk].[Maturities] Vanna Current MD Native 2 Vanna Previous MD Native 2
Market Risk Accelerator Cube Reference Guide v1.7.2