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 --- Value at Risk ---- Taylor VaR ----- Cash Taylor VaR ----- Delta Taylor VaR ----- Gamma Taylor VaR ----- Taylor VaR ----- Vanna Taylor VaR ----- Vega Taylor VaR -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Gamma Taylor VaR Description Gamma-driven VaR estimate Delta Taylor VaR Taylor VaR
Market Risk Accelerator Reference Guide v2.0.0