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 ---- Cash ---- Delta ---- Dividend ---- Gamma ---- Theta ----- Native CCY ----- Theta ----- Theta DtD ----- Theta DtD % Difference ----- Theta Ladder ----- Theta Ladder Previous ----- Theta Previous ----- Theta with % Difference ---- Vanna ---- Vega ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Theta with % Difference Description Theta with percentage difference in brackets. Note: This measure outputs a string. Relevant context values DayToDayDifference Theta Previous Vanna
Market Risk Accelerator Reference Guide v2.0.0