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 ----- Debug ------ Cash Current MD Native Debug ------ Cash Next MD Native Debug ------ Cash Previous MD Native Debug ------ Delta Current MD Native 2 ------ Delta Current MD Native Debug ------ Delta Next MD Native Debug ------ Delta Previous MD Native Debug ------ Gamma Current MD Native Debug ------ Gamma Next MD Native Debug ------ Gamma Previous MD Native Debug ------ Theta Current MD Native Debug ------ Theta Next MD Native Debug ------ Theta Previous MD Native Debug ------ Vanna Current MD 2 Native Debug ------ Vanna Current MD Native Debug ------ Vanna Next MD Native Debug ------ Vanna Previous MD 2 Native Debug ------ Vanna Previous MD Native Debug ------ Vega Current MD Native Debug ------ Vega Next MD Native Debug ------ Vega Previous MD Native Debug ------ Volga Current MD Native Debug ------ Volga Next MD Native Debug ------ Volga Previous MD Native Debug ----- Delta Current MD Native ----- Delta Previous MD Native ----- Dividend Current Native ----- Dividend Previous Native ----- Gamma Current MD Native ----- Gamma Previous MD Native ----- Vanna Current MD 2 Native ----- Vanna Current MD Native ----- Vanna Previous MD 2 Native ----- Vanna Previous MD Native ----- Vega Current MD Native ----- Vega Previous MD Native ----- Volga Current MD Native ----- Volga Previous MD Native ---- 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 Vanna Current MD 2 Native Debug NativeCurrency Description Market data interpolation debug string 2 for vanna-driven PL as of current date in the units of original currency Hierarchy(ies) required in the view: [Currencies].[Currencies][Risk].[Tenors][Risk].[Moneyness][Risk].[Maturities] Theta Previous MD Native Debug Vanna Current MD Native Debug
Market Risk Accelerator Reference Guide v2.0.0