Navigation : Cube Reference Datastores Calculations Guide Input file formats - MRA Input Data Diagram - Trade Attributes - Scenarios - Market data - Profit & loss -- Profit & Loss with Product Control fields -- Profit & Loss without Product Control fields - Reference data - VaR-ES calculations - Sensitivities Profit & loss The following P&L input files are available for MRA: Profit & Loss with Product Control fields Profit & Loss without Product Control fields Market shifts for Taylor VaR Profit & Loss with Product Control fields
Market Risk Accelerator Reference Guide v2.0.0