Market Risk Accelerator Reference Guide v2.0.0ReferenceCurrency
| Description | Presentation currency. Numerical values are converted to this reference currency before carrying out any calculations. |
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With the “ReferenceCurrency” context value you can change the dashboard’s currency for the Value-at-Risk, sensitivities, PL and other measures 1.
If the “ReferenceCurrency” context value is not set by a user, then the applications default currency will be used.
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Some measures will remain unaffected if the reference currency is changed - these measures show values in the native value currency by design. Please refer to the individual measures documentation for more information. ↩︎
See also
- Cash FX Rate (cube)
- Delta FX Rate (cube)
- Dividend FX Rate (cube)
- FX Rates Service (calculations)
- Gamma FX Rate (cube)
- Theta FX Rate (cube)
- VaR FX Rate (cube)
- Vanna FX Rate (cube)
- Vega FX Rate (cube)