Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PnL -- Sensitivities --- Adjustments --- contributors.COUNT.Sensi --- Market Data --- PnL Explain ---- Delta PnL Explain ---- Gamma PnL Explain ---- Native CCY ----- Delta PnL Explain Native ----- Gamma PnL Explain Native ----- Vanna PnL Explain Native ----- Vega PnL Explain Native ----- Volga PnL Explain Native ---- PnL Explain ---- Vanna PnL Explain ---- Vega PnL Explain ---- Volga PnL Explain --- Sensi Trades Count --- update.TIMESTAMP.Sensi -- Unexplained PnL -- VaR Datastores Calculations Guide Input file formats Volga PnL Explain Native NativeCurrency Description Volga-driven PL estimate expressed in units of original currency Hierarchy(ies) required in the view: [Currencies].[Currencies] Vega PnL Explain Native PnL Explain
Market Risk Accelerator Cube Reference Guide v1.7.2