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/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 cube/contributors.count.var.html --- contributors.COUNT.VaR test ../ test cube/trades-count.html --- Trades Count test ../ test cube/update.timestamp.var.html --- update.TIMESTAMP.VaR test ../ test cube/measures/var/adjustments.html --- Adjustments test ../ test cube/measures/var/expected-shortfall.html --- Expected Shortfall test ../ test cube/measures/var/expected-tail-gain.html --- Expected Tail Gain test ../ test cube/measures/var/kpis.html --- KPIs test ../ test cube/measures/var/notional.html --- Notional test ../ test cube/measures/var/tail.html --- Tail test ../ test cube/measures/var/technical.html --- Technical test ../ test cube/measures/var/utility.html --- Utility test ../ test cube/pnlvectorexpand.html ---- PnLVectorExpand test ../ test cube/pnlvectorvaeexpand.html ---- PnLVectorVaEExpand test ../ test cube/var-fx-rate.html ---- VaR FX Rate test ../ test cube/vector-quality.html ---- Vector Quality test ../ test cube/measures/var/value-at-earning.html --- Value at Earning test ../ test cube/measures/var/value-at-risk.html --- Value at Risk 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 VaR FX Rate Description FX Rate used to convert simulated PL into the reference currency Hierarchy(ies) required in the view [Currencies].[Currency] See also Cash FX Rate Delta FX Rate Dividend FX Rate FX Rates Service Gamma FX Rate ReferenceCurrency Theta FX Rate Vanna FX Rate Vega FX Rate PnLVectorVaEExpand Vector Quality
Market Risk Accelerator v2.1