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/measures/sensi/pnl-explain.html --- PnL Explain test ../ test cube/measures/sensi/sensitivities.html --- Sensitivities test ../ test cube/measures/sensi/sensitivities/cash.html ---- Cash test ../ test cube/measures/sensi/sensitivities/delta.html ---- Delta test ../ test cube/measures/sensi/sensitivities/dividend.html ---- Dividend test ../ test cube/measures/sensi/sensitivities/gamma.html ---- Gamma test ../ test cube/measures/sensi/sensitivities/theta.html ---- Theta test ../ test cube/measures/sensi/sensitivities/theta/native-ccy.html ----- Native CCY test ../ test cube/theta-native.html ------ Theta Native test ../ test cube/theta-native-dtd.html ------ Theta Native DtD test ../ test cube/theta-native-dtd-difference.html ------ Theta Native DtD % Difference test ../ test cube/theta-native-previous.html ------ Theta Native Previous test ../ test cube/theta-native-with-difference.html ------ Theta Native with % Difference test ../ test cube/theta.html ----- Theta test ../ test cube/theta-dtd.html ----- Theta DtD test ../ test cube/theta-dtd-difference.html ----- Theta DtD % Difference test ../ test cube/theta-ladder.html ----- Theta Ladder test ../ test cube/theta-ladder-previous.html ----- Theta Ladder Previous test ../ test cube/theta-previous.html ----- Theta Previous test ../ test cube/theta-with-difference.html ----- Theta with % Difference test ../ test cube/measures/sensi/sensitivities/vanna.html ---- Vanna test ../ test cube/measures/sensi/sensitivities/vega.html ---- Vega test ../ test cube/measures/sensi/sensitivities/volga.html ---- Volga 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 Native DtD NativeCurrency Description Change of theta in units of original currency from one day to another. By default DtD. Relevant context values DayToDayDifference Hierarchy(ies) required in the view [Currencies].[Currencies] Theta Native Theta Native DtD % Difference
Market Risk Accelerator v2.1