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 Description Cash (input data), total valuation of the mark to market portfolio in local currency Cash Cash DtD
Market Risk Accelerator Reference Guide v2.0.0