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/cash-pnl-explain.html ---- Cash PnL Explain test ../ test cube/delta-pnl-explain.html ---- Delta PnL Explain test ../ test cube/dividend-pnl-explain.html ---- Dividend PnL Explain test ../ test cube/gamma-pnl-explain.html ---- Gamma PnL Explain test ../ test cube/measures/sensi/pnl-explain/native-ccy.html ---- Native CCY test ../ test cube/cash-pnl-explain-native.html ----- Cash PnL Explain Native test ../ test cube/delta-pnl-explain-native.html ----- Delta PnL Explain Native test ../ test cube/dividend-pnl-explain-native.html ----- Dividend PnL Explain Native test ../ test cube/gamma-pnl-explain-native.html ----- Gamma PnL Explain Native test ../ test cube/pnl-explain-native.html ----- PnL Explain Native test ../ test cube/theta-pnl-explain-native.html ----- Theta PnL Explain Native test ../ test cube/vanna-pnl-explain-native.html ----- Vanna PnL Explain Native test ../ test cube/vega-pnl-explain-native.html ----- Vega PnL Explain Native test ../ test cube/volga-pnl-explain-native.html ----- Volga PnL Explain Native test ../ test cube/pnl-explain.html ---- PnL Explain test ../ test cube/theta-pnl-explain.html ---- Theta PnL Explain test ../ test cube/vanna-pnl-explain.html ---- Vanna PnL Explain test ../ test cube/vega-pnl-explain.html ---- Vega PnL Explain test ../ test cube/volga-pnl-explain.html ---- Volga 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 Volga PnL Explain Native NativeCurrency Description Volga-driven PL estimate expressed in units of original currency Hierarchy(ies) required in the view [Currencies].[Currencies] Vega PnL Explain Native PnL Explain
Market Risk Accelerator v2.1