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Cube Reference
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Context Values
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Dimensions
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Measures
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Native measures
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PL Cube
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Sensitivities Cube
--- contributors.COUNT.Sensi
--- Sensi Trades Count
--- update.TIMESTAMP.Sensi
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Market Data
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PnL Explain
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Sensitivities
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Cash
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Delta
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Dividend
----- Dividend Sensitivity
----- Dividend Sensitivity DtD
----- Dividend Sensitivity DtD % Difference
----- Dividend Sensitivity Previous
----- Dividend Sensitivity with % Difference
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Native CCY
------ Dividend Quantity
------ Dividend Quantity DtD
------ Dividend Quantity DtD % Difference
------ Dividend Quantity Previous
------ Dividend Quantity with % Difference
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Gamma
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Theta
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Vanna
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Vega
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Volga
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Value at Risk
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Unexplained PnL
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Value at Risk
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VaR-ES Cube
Datastores
Calculations Guide
Input file formats
Dividend Quantity with % Difference
Description
Percentage change in quantity of underlying hold eligible for dividend from one day to another with percentage difference in brackets. Note: This measure outputs a string.
Relevant context values
Hierarchy(ies) required in the view:
Market Risk Accelerator Reference Guide v2.0.0