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 ---- Delta ----- Delta ----- Delta DtD ----- Delta DtD % Difference ----- Delta Ladder ----- Delta Ladder Previous ----- Delta Previous ----- Delta with % Difference ----- Native CCY ---- Dividend ---- Gamma ---- Theta ---- Vanna ---- Vega ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Delta with % Difference Description Delta with percentage difference in brackets. Note: This measure outputs a string. Relevant context values DayToDayDifference Delta Previous Native CCY
Market Risk Accelerator Reference Guide v2.0.0