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 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/gamma.html ----- Gamma test ../ test cube/gamma-dtd.html ----- Gamma DtD test ../ test cube/gamma-dtd-difference.html ----- Gamma DtD % Difference test ../ test cube/gamma-ladder.html ----- Gamma Ladder test ../ test cube/gamma-ladder-previous.html ----- Gamma Ladder Previous test ../ test cube/gamma-previous.html ----- Gamma Previous test ../ test cube/gamma-with-difference.html ----- Gamma with % Difference test ../ test cube/measures/sensi/sensitivities/gamma/native-ccy.html ----- Native CCY test ../ test cube/gamma-native.html ------ Gamma Native test ../ test cube/gamma-native-dtd.html ------ Gamma Native DtD test ../ test cube/gamma-native-dtd-difference.html ------ Gamma Native DtD % Difference test ../ test cube/gamma-native-previous.html ------ Gamma Native Previous test ../ test cube/gamma-native-with-difference.html ------ Gamma Native with % Difference test ../ test cube/measures/sensi/sensitivities/theta.html ---- Theta 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/var.html -- VaR-ES Cube test ../ test datastore.html Datastores 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 dev/dev-whatif.html - What-If test ../ test pdf-guides.html PDF Guides test ../ test extensibility.html Extensibility test ../ test misc.html Misc Gamma Native DtD NativeCurrency Description Change of Gamma in units of original currency from one day to another. By default DtD. Relevant context values DayToDayDifference Hierarchies required in the view [Currencies].[Currencies] Gamma Native Gamma Native DtD % Difference