Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube --- contributors.COUNT.Sensi --- Sensi Trades Count --- update.TIMESTAMP.Sensi --- Market Data ---- Cash Current MD ---- Cash Previous MD ---- Delta Current MD ---- Delta Previous MD ---- Dividend Current ---- Dividend Previous ---- FX Rate ---- Gamma Current MD ---- Gamma Previous MD ---- Native CCY ----- Debug ----- Delta Current MD Native ----- Delta Previous MD Native ----- Dividend Current Native ----- Dividend Previous Native ----- Gamma Current MD Native ----- Gamma Previous MD Native ----- Vanna Current MD 2 Native ----- Vanna Current MD Native ----- Vanna Previous MD 2 Native ----- Vanna Previous MD Native ----- Vega Current MD Native ----- Vega Previous MD Native ----- Volga Current MD Native ----- Volga Previous MD Native ---- Split Ratio Current ---- Split Ratio Previous ---- Theta Current MD ---- Theta Previous MD ---- 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 --- Sensitivities --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Dividend Previous Native Description Paid dividend or detached coupon amount as of previous date in units of original currency Hierarchy(ies) required in the view: [Currencies].[Currencies][Risk].[Risk Factors] Dividend Current Native Gamma Current MD Native
Market Risk Accelerator Reference Guide v2.0.0