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 ---- Gamma ----- Gamma ----- Gamma DtD ----- Gamma DtD % Difference ----- Gamma Ladder ----- Gamma Ladder Previous ----- Gamma Previous ----- Gamma with % Difference ----- Native CCY ------ Gamma Native ------ Gamma Native DtD ------ Gamma Native DtD % Difference ------ Gamma Native Previous ------ Gamma Native with % Difference ---- Theta ---- Vanna ---- Vega ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Gamma Native DtD NativeCurrency Description Change of Gamma in units of original currency from one day to another. By default DtD. Relevant context values DayToDayDifference Hierarchy(ies) required in the view: [Currencies].[Currencies] Gamma Native Gamma Native DtD % Difference
Market Risk Accelerator Reference Guide v2.0.0