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 ---- Gamma ---- Theta ---- Vanna ---- Vega ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Dividend Sensitivity DtD % Difference Description Percentage change in sensitivity to the underlying dividend from one day to another. By default DtD. Relevant context values DayToDayDifference Dividend Sensitivity DtD Dividend Sensitivity Previous
Market Risk Accelerator Reference Guide v2.0.0