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 ----- 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 with % Difference Description Vanna with percentage difference in brackets. Note: This measure outputs a string. Relevant context values DayToDayDifference Vanna Previous Vega
Market Risk Accelerator Reference Guide v2.0.0