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 ---- Dividend ----- Dividend Sensitivity ----- Dividend Sensitivity DtD ----- Dividend Sensitivity DtD % Difference ----- Dividend Sensitivity Previous ----- Dividend Sensitivity with % Difference ----- Native CCY ------ Dividend Quantity ------ Dividend Quantity DtD ------ Dividend Quantity DtD % Difference ------ Dividend Quantity Previous ------ Dividend Quantity with % Difference ---- Gamma ---- Theta ---- Vanna ---- Vega ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Dividend Quantity DtD % Difference NativeCurrency Description Percentage change in quantity of underlying hold eligible for dividend from one day to another. By default DtD. Relevant context values DayToDayDifference Hierarchy(ies) required in the view: [Currencies].[Currencies] Dividend Quantity DtD Dividend Quantity Previous
Market Risk Accelerator Reference Guide v2.0.0