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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
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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 Sensitivity
Description
Sensitivity to the underlying dividend, equals the quantity of underlying risk factor hold multiplied by the exchange rate of local to reporting currency
Market Risk Accelerator Reference Guide v2.0.0