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 ----- Cash FX Rate ----- Delta FX Rate ----- Dividend FX Rate ----- Gamma FX Rate ----- Theta FX Rate ----- Vanna FX Rate ----- Vega FX Rate ----- Volga 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 Vanna FX Rate Description FX Rate used to convert vanna into the reference currency Relevant context values referenceCurrency Hierarchy(ies) required in the view: [Currencies].[Currencies] See also Cash FX Rate (cube) Delta FX Rate (cube) Dividend FX Rate (cube) FX Rates Service (calculations) Gamma FX Rate (cube) ReferenceCurrency (cube) Theta FX Rate (cube) VaR FX Rate (cube) Vega FX Rate (cube) Theta FX Rate Vega FX Rate
Market Risk Accelerator Reference Guide v2.0.0