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 Volga Current MD Description Market data for volga-driven PL as of current date Hierarchy(ies) required in the view: [Risk].[Tenors][Risk].[Moneyness][Risk].[Maturities] Vega Previous MD Volga Previous MD
Market Risk Accelerator Cube Reference Guide v1.7.2