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 ---- Cash PnL Explain ---- Delta PnL Explain ---- Dividend PnL Explain ---- Gamma PnL Explain ---- Native CCY ----- Cash PnL Explain Native ----- Delta PnL Explain Native ----- Dividend PnL Explain Native ----- Gamma PnL Explain Native ----- PnL Explain Native ----- Theta PnL Explain Native ----- Vanna PnL Explain Native ----- Vega PnL Explain Native ----- Volga PnL Explain Native ---- PnL Explain ---- Theta PnL Explain ---- Vanna PnL Explain ---- Vega PnL Explain ---- Volga PnL Explain --- Sensitivities --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats PnL Explain Native Description Total greek-based PL estimate expressed in units of original currency Gamma PnL Explain Native Theta PnL Explain Native
Market Risk Accelerator Reference Guide v2.0.0