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/measures.html - Measures test ../ test cube/measures/native-measures.html -- Native measures test ../ test cube/measures/pnl.html -- PL Cube test ../ test cube/measures/sensi.html -- Sensitivities Cube test ../ test cube/contributors.count.sensi.html --- contributors.COUNT.Sensi test ../ test cube/sensi-trades-count.html --- Sensi Trades Count test ../ test cube/update.timestamp.sensi.html --- update.TIMESTAMP.Sensi test ../ test cube/measures/sensi/market-data.html --- Market Data test ../ test cube/cash-current-md.html ---- Cash Current MD test ../ test cube/cash-previous-md.html ---- Cash Previous MD test ../ test cube/delta-current-md.html ---- Delta Current MD test ../ test cube/delta-previous-md.html ---- Delta Previous MD test ../ test cube/dividend-current.html ---- Dividend Current test ../ test cube/dividend-previous.html ---- Dividend Previous test ../ test cube/measures/sensi/market-data/fx-rate.html ---- FX Rate test ../ test cube/cash-fx-rate.html ----- Cash FX Rate test ../ test cube/delta-fx-rate.html ----- Delta FX Rate test ../ test cube/dividend-fx-rate.html ----- Dividend FX Rate test ../ test cube/gamma-fx-rate.html ----- Gamma FX Rate test ../ test cube/theta-fx-rate.html ----- Theta FX Rate test ../ test cube/vanna-fx-rate.html ----- Vanna FX Rate test ../ test cube/vega-fx-rate.html ----- Vega FX Rate test ../ test cube/volga-fx-rate.html ----- Volga FX Rate test ../ test cube/gamma-current-md.html ---- Gamma Current MD test ../ test cube/gamma-previous-md.html ---- Gamma Previous MD test ../ test cube/measures/sensi/market-data/native-ccy.html ---- Native CCY test ../ test cube/split-ratio-current.html ---- Split Ratio Current test ../ test cube/split-ratio-previous.html ---- Split Ratio Previous test ../ test cube/theta-current-md.html ---- Theta Current MD test ../ test cube/theta-previous-md.html ---- Theta Previous MD test ../ test cube/vanna-current-md.html ---- Vanna Current MD test ../ test cube/vanna-current-md-2.html ---- Vanna Current MD 2 test ../ test cube/vanna-previous-md.html ---- Vanna Previous MD test ../ test cube/vanna-previous-md-2.html ---- Vanna Previous MD 2 test ../ test cube/vega-current-md.html ---- Vega Current MD test ../ test cube/vega-previous-md.html ---- Vega Previous MD test ../ test cube/volga-current-md.html ---- Volga Current MD test ../ test cube/volga-previous-md.html ---- Volga Previous MD test ../ test cube/measures/sensi/pnl-explain.html --- PnL Explain test ../ test cube/measures/sensi/sensitivities.html --- Sensitivities test ../ test cube/measures/sensi/value-at-risk.html --- Value at Risk test ../ test cube/measures/unexplained-pnl.html -- Unexplained PnL test ../ test cube/measures/value-at-risk.html -- Value at Risk test ../ test cube/measures/var.html -- VaR-ES Cube 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 Theta FX Rate Description FX Rate used to convert theta into the reference currency Relevant context values referenceCurrency Hierarchy(ies) required in the view [Currencies].[Currencies] See also Cash FX Rate Delta FX Rate Dividend FX Rate FX Rates Service Gamma FX Rate ReferenceCurrency VaR FX Rate Vanna FX Rate Vega FX Rate Gamma FX Rate Vanna FX Rate
Market Risk Accelerator v2.1