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 ----- Delta FX Rate ----- Gamma FX Rate ----- Vanna FX Rate ----- Vega FX Rate ----- Volga 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 Vega FX Rate Description FX Rate used to convert vega into the reference currency Relevant context values referenceCurrency Hierarchy(ies) required in the view: [Currencies].[Currencies] See also Delta FX Rate (cube) FX Rates Service (calculations) Gamma FX Rate (cube) MarketDataSet (cube) ReferenceCurrency (cube) VaR FX Rate (cube) Vanna FX Rate (cube) Vanna FX Rate Volga FX Rate
Market Risk Accelerator Cube Reference Guide v1.7.2