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