Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube --- contributors.COUNT.Sensi --- Sensi Trades Count --- update.TIMESTAMP.Sensi --- Market Data --- PnL Explain --- Sensitivities ---- Cash ----- Cash ----- Cash DtD ----- Cash DtD % Difference ----- Cash Ladder ----- Cash Ladder Previous ----- Cash Previous ----- Cash with % Difference ----- Native CCY ---- Delta ---- Dividend ---- Gamma ---- Theta ---- Vanna ---- Vega ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Cash DtD % Difference Description Percentage change of cash from one day to another. By default DtD. Relevant context values DayToDayDifference Cash DtD Cash Ladder
Market Risk Accelerator Reference Guide v2.0.0