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 ---- 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 Theta PnL Explain Description Theta-driven PL estimate PnL Explain Vanna PnL Explain
Market Risk Accelerator Reference Guide v2.0.0