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 ---- Volga ----- Native CCY ----- Volga ----- Volga DtD ----- Volga DtD % Difference ----- Volga Ladder ----- Volga Ladder Previous ----- Volga Previous ----- Volga with % Difference --- Value at Risk -- Unexplained PnL -- Value at Risk -- VaR-ES Cube Datastores Calculations Guide Input file formats Volga with % Difference Description Volga with percentage difference in brackets. Note: This measure outputs a string. Relevant context values DayToDayDifference Volga Previous Value at Risk
Market Risk Accelerator Reference Guide v2.0.0