Navigation : test ../ test user-ref.html User & Reference Guide test ../ test getting-started.html Getting started test ../ test getting-started/about.html - Using this guide test ../ test getting-started/whats-new.html - What's New test ../ test getting-started/data-model.html - Market Risk Data Model test ../ test dashboards.html Dashboards test ../ test what-if.html What-If Analysis test ../ test sign-off.html Sign-Off Approvals test ../ test datastore.html Datastores test ../ test calculations.html Calculations Guide test ../ test configuration.html Configuration files test ../ test cube.html Cube Reference test ../ test cube/context-values.html - Context Values test ../ test cube/dimensions.html - Dimensions test ../ test cube/dimensions/mracombinedcube.html -- MRA Dimensions test ../ test cube/booking.books.html --- [Booking].[Books] test ../ test cube/booking.desks.html --- [Booking].[Desks] test ../ test cube/booking.trades.html --- [Booking].[Trades] test ../ test cube/counterparties.counterparties.html --- [Counterparties].[Counterparties] test ../ test cube/counterparties.counterpartycountriesofaddress.html --- [Counterparties].[CounterpartyCountriesOfAddress] test ../ test cube/counterparties.counterpartycountriesofrisk.html --- [Counterparties].[CounterpartyCountriesOfRisk] test ../ test cube/counterparties.counterpartyhierarchy.html --- [Counterparties].[CounterpartyHierarchy] test ../ test cube/counterparties.counterpartyids.html --- [Counterparties].[CounterpartyIds] test ../ test cube/counterparties.counterpartynames.html --- [Counterparties].[CounterpartyNames] test ../ test cube/counterparties.counterpartyratings.html --- [Counterparties].[CounterpartyRatings] test ../ test cube/counterparties.counterpartysectors.html --- [Counterparties].[CounterpartySectors] test ../ test cube/currencies.currencies.html --- [Currencies].[Currencies] test ../ test cube/currencies.currency.html --- [Currencies].[Currency] test ../ test cube/dates.date.html --- [Dates].[Date] test ../ test cube/dynamicbucketing.dynamicmaturities.html --- [DynamicBucketing].[DynamicMaturities] test ../ test cube/dynamicbucketing.dynamicmoneyness.html --- [DynamicBucketing].[DynamicMoneyness] test ../ test cube/dynamicbucketing.dynamictenors.html --- [DynamicBucketing].[DynamicTenors] test ../ test cube/instruments.instrumentclasses.html --- [Instruments].[InstrumentClasses] test ../ test cube/instruments.instrumenttypes.html --- [Instruments].[InstrumentTypes] test ../ test cube/marketdata.marketdatasets.html --- [MarketData].[MarketDataSets] test ../ test cube/organization.bookhierarchy.html --- [Organization].[BookHierarchy] test ../ test cube/organization.legal-entities.html --- [Organization].[Legal Entities] test ../ test cube/organization.legalentityhierarchy.html --- [Organization].[LegalEntityHierarchy] test ../ test cube/pnl.buckets.html --- [PnL].[Buckets] test ../ test cube/pnl.isfullrevals.html --- [PnL].[IsFullRevals] test ../ test cube/pnl.pl-drivers.html --- [PnL].[PL Drivers] test ../ test cube/pnl.types.html --- [PnL].[Types] test ../ test cube/quantiles.quantiles.html --- [Quantiles].[Quantiles] test ../ test cube/risk.calculationids.html --- [Risk].[CalculationIds] test ../ test cube/risk.currencies.html --- [Risk].[Currencies] test ../ test cube/risk.curvetypes.html --- [Risk].[CurveTypes] test ../ test cube/risk.ladder-availability.html --- [Risk].[Ladder Availability] test ../ test cube/risk.ladder-shifts.html --- [Risk].[Ladder Shifts] test ../ test cube/risk.liquidity-horizons.html --- [Risk].[Liquidity Horizons] test ../ test cube/risk.maturities.html --- [Risk].[Maturities] test ../ test cube/risk.moneyness.html --- [Risk].[Moneyness] test ../ test cube/risk.percentile.html --- [Risk].[Percentile] test ../ test cube/risk.qualifiers.html --- [Risk].[Qualifiers] test ../ test cube/risk.risk-classes.html --- [Risk].[Risk Classes] test ../ test cube/risk.risk-factors-secondary.html --- [Risk].[Risk Factors Secondary] test ../ test cube/risk.risk-factors.html --- [Risk].[Risk Factors] test ../ test cube/risk.riskfactorcurrencies.html --- [Risk].[RiskFactorCurrencies] test ../ test cube/risk.riskfactortypes.html --- [Risk].[RiskFactorTypes] test ../ test cube/risk.scenario-sets.html --- [Risk].[Scenario Sets] test ../ test cube/risk.scenarios.html --- [Risk].[Scenarios] test ../ test cube/risk.tenors.html --- [Risk].[Tenors] test ../ test cube/rounding.roundingmethods.html --- [Rounding].[RoundingMethods] test ../ test cube/sensitivities.sensitivity.html --- [Sensitivities].[Sensitivity] test ../ test cube/sign-off-adjustment.source.html --- [Sign-off Adjustment].[Source] test ../ test cube/sign-off-status.sign-off-status.html --- [Sign-off Status].[Sign-off Status] test ../ test cube/tradeattributes.maturitydates.html --- [TradeAttributes].[MaturityDates] test ../ test cube/tradeattributes.notionalcurrencies.html --- [TradeAttributes].[NotionalCurrencies] test ../ test cube/tradeattributes.sales.html --- [TradeAttributes].[Sales] test ../ test cube/tradeattributes.tradedates.html --- [TradeAttributes].[TradeDates] test ../ test cube/tradeattributes.traders.html --- [TradeAttributes].[Traders] test ../ test cube/tradeattributes.var-inclusion-type.html --- [TradeAttributes].[VaR inclusion type] test ../ test cube/measures.html - Measures test ../ test input-files.html Input file formats test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-getting-started.html - Getting Started test ../ test dev/dev-ref-impl.html - Market Risk Accelerator Reference Implementation test ../ test dev/dev-core.html - MRA Core test ../ test dev/dev-extensions.html - Extending the Accelerator test ../ test dev/dev-tools.html - Configuring Accelerator tools and methodologies test ../ test dev/dev-sign-off.html - Sign-Off test ../ test pdf-guides.html PDF Guides [Currencies].[Currency] Description Currency of the input PL value (PnL vector and Actual PL data) Dimension Currencies Hierarchy Currency Levels [ALL, Ccy] [Currencies].[Currencies] [Dates].[Date]
Market Risk Accelerator v2.1