This section provides documentation of the cubes under the MarketRiskAccelerator catalogue.
You can query any of these cubes:
VaR-ES Cube - transaction-level risk data for computing tail measures
Sensitivity Cube - transaction-level sensitivities and greek-based PL
PLCube - transaction-level PL data
MarketData Cube - transaction-level market data
MRACombinedCube - combined query cube
We recommend querying the combined MRACombinedCube, since it consolidates all the implemented results. The measures section provides the comprehensive documentation of measures, all of them are available in the “MRACombinedCube”.