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 ---- Vanna ----- Native CCY ------ Vanna Native ------ Vanna Native DtD ------ Vanna Native DtD % Difference ------ Vanna Native Previous ------ Vanna Native with % Difference ----- Vanna ----- Vanna DtD ----- Vanna DtD % Difference ----- Vanna Ladder ----- Vanna Ladder Previous ----- Vanna Previous ----- Vanna with % Difference ---- Vega ---- Volga --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Vanna Native DtD % Difference NativeCurrency Description Percentage change of Vanna Native from one day to another. By default DtD. Relevant context values DayToDayDifference Hierarchy(ies) required in the view: [Currencies].[Currencies] Vanna Native DtD Vanna Native Previous
Market Risk Accelerator Reference Guide v2.0.0