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/daytodaydifference.html
-- DayToDayDifference
test ../ test cube/dynamicmaturityset.html
-- DynamicMaturitySet
test ../ test cube/dynamicmoneynessset.html
-- DynamicMoneynessSet
test ../ test cube/dynamictenorset.html
-- DynamicTenorSet
test ../ test cube/enablemdstringdebug.html
-- EnableMDStringDebug
test ../ test cube/esconfidencelevel.html
-- ESConfidenceLevel
test ../ test cube/etgconfidencelevel.html
-- ETGConfidenceLevel
test ../ test cube/percentilebuckets.html
-- PercentileBuckets
test ../ test cube/pnlend.html
-- PnLEnd
test ../ test cube/pnlstart.html
-- PnLStart
test ../ test cube/referencecurrency.html
-- ReferenceCurrency
test ../ test cube/vaeconfidencelevel.html
-- VaEConfidenceLevel
test ../ test cube/varconfidencelevel.html
-- VaRConfidenceLevel
test ../ test cube/weightedvarlambda.html
-- WeightedVaRLambda
test ../ test cube/dimensions.html
-
Dimensions
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
DayToDayDifference
Description
Comparison date to be used for the DtD measures
The “DayToDayDifference” context value allows a user to set a specific comparison date for the DtD measures by selecting it from a drop down list.
On the first screenshot, the “DayToDayDifference” context value is not set, and the DtD measures compute the difference with the previous date.
On the second screenshot, the “DayToDayDifference” context value is set to 2018-09-27, which makes the DtD measures compare with the VaR as of 2018-09-27.
Market Risk Accelerator v2.1
