Navigation : Cube Reference - Context Values - Dimensions - Measures -- Native measures -- PL Cube -- Sensitivities Cube --- contributors.COUNT.Sensi --- Sensi Trades Count --- update.TIMESTAMP.Sensi --- Market Data ---- Cash Current MD ---- Cash Previous MD ---- Delta Current MD ---- Delta Previous MD ---- Dividend Current ---- Dividend Previous ---- FX Rate ---- Gamma Current MD ---- Gamma Previous MD ---- Native CCY ---- Split Ratio Current ---- Split Ratio Previous ---- Theta Current MD ---- Theta Previous MD ---- Vanna Current MD ---- Vanna Current MD 2 ---- Vanna Previous MD ---- Vanna Previous MD 2 ---- Vega Current MD ---- Vega Previous MD ---- Volga Current MD ---- Volga Previous MD --- PnL Explain --- Sensitivities --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Theta Current MD Description Market data for theta-driven PL as of current date. It contains the duration of the deal. Hierarchy(ies) required in the view: [Risk].[Risk Factors][TradeAttributes].[MaturityDates] Split Ratio Previous Theta Previous MD
Market Risk Accelerator Reference Guide v2.0.0