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 limits.html
Limit monitoring
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/market-data.html
--
Market Data Cube
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/expected-shortfall.html
---
Expected Shortfall
test ../ test cube/measures/sensi/expected-tail-gain.html
---
Expected Tail Gain
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/shift.html
---
Shift
test ../ test cube/correlation-shift-vector.html
---- Correlation Shift Vector
test ../ test cube/correlation-shift-vector-average.html
---- Correlation Shift Vector Average
test ../ test cube/correlation-shift-vector-interpolated.html
---- Correlation Shift Vector Interpolated
test ../ test cube/correlation-shift-vector-interpolated-normalized.html
---- Correlation Shift Vector Interpolated Normalized
test ../ test cube/correlation-shift-vector-interpolated-normalized-stddev.html
---- Correlation Shift Vector Interpolated Normalized StdDev
test ../ test cube/correlation-shift-vector-interpolated-stddev.html
---- Correlation Shift Vector Interpolated StdDev
test ../ test cube/correlation-shift-vector-maximum.html
---- Correlation Shift Vector Maximum
test ../ test cube/correlation-shift-vector-minimum.html
---- Correlation Shift Vector Minimum
test ../ test cube/correlation-shift-vector-normalized.html
---- Correlation Shift Vector Normalized
test ../ test cube/correlation-shift-vector-normalized-average.html
---- Correlation Shift Vector Normalized Average
test ../ test cube/correlation-shift-vector-normalized-maximum.html
---- Correlation Shift Vector Normalized Maximum
test ../ test cube/correlation-shift-vector-normalized-minimum.html
---- Correlation Shift Vector Normalized Minimum
test ../ test cube/correlation-shift-vector-normalized-percentile.html
---- Correlation Shift Vector Normalized Percentile
test ../ test cube/correlation-shift-vector-normalized-stddev.html
---- Correlation Shift Vector Normalized StdDev
test ../ test cube/correlation-shift-vector-percentile.html
---- Correlation Shift Vector Percentile
test ../ test cube/correlation-shift-vector-stddev.html
---- Correlation Shift Vector StdDev
test ../ test cube/crossgamma-shift-vector.html
---- CrossGamma Shift Vector
test ../ test cube/crossgamma-shift-vector-average.html
---- CrossGamma Shift Vector Average
test ../ test cube/crossgamma-shift-vector-interpolated.html
---- CrossGamma Shift Vector Interpolated
test ../ test cube/crossgamma-shift-vector-interpolated-normalized.html
---- CrossGamma Shift Vector Interpolated Normalized
test ../ test cube/crossgamma-shift-vector-interpolated-normalized-stddev.html
---- CrossGamma Shift Vector Interpolated Normalized StdDev
test ../ test cube/crossgamma-shift-vector-interpolated-stddev.html
---- CrossGamma Shift Vector Interpolated StdDev
test ../ test cube/crossgamma-shift-vector-maximum.html
---- CrossGamma Shift Vector Maximum
test ../ test cube/crossgamma-shift-vector-minimum.html
---- CrossGamma Shift Vector Minimum
test ../ test cube/crossgamma-shift-vector-normalized.html
---- CrossGamma Shift Vector Normalized
test ../ test cube/crossgamma-shift-vector-normalized-average.html
---- CrossGamma Shift Vector Normalized Average
test ../ test cube/crossgamma-shift-vector-normalized-maximum.html
---- CrossGamma Shift Vector Normalized Maximum
test ../ test cube/crossgamma-shift-vector-normalized-minimum.html
---- CrossGamma Shift Vector Normalized Minimum
test ../ test cube/crossgamma-shift-vector-normalized-percentile.html
---- CrossGamma Shift Vector Normalized Percentile
test ../ test cube/crossgamma-shift-vector-normalized-stddev.html
---- CrossGamma Shift Vector Normalized StdDev
test ../ test cube/crossgamma-shift-vector-percentile.html
---- CrossGamma Shift Vector Percentile
test ../ test cube/crossgamma-shift-vector-stddev.html
---- CrossGamma Shift Vector StdDev
test ../ test cube/delta-shift-vector.html
---- Delta Shift Vector
test ../ test cube/delta-shift-vector-average.html
---- Delta Shift Vector Average
test ../ test cube/delta-shift-vector-interpolated.html
---- Delta Shift Vector Interpolated
test ../ test cube/delta-shift-vector-interpolated-normalized.html
---- Delta Shift Vector Interpolated Normalized
test ../ test cube/delta-shift-vector-interpolated-normalized-stddev.html
---- Delta Shift Vector Interpolated Normalized StdDev
test ../ test cube/delta-shift-vector-interpolated-stddev.html
---- Delta Shift Vector Interpolated StdDev
test ../ test cube/delta-shift-vector-maximum.html
---- Delta Shift Vector Maximum
test ../ test cube/delta-shift-vector-minimum.html
---- Delta Shift Vector Minimum
test ../ test cube/delta-shift-vector-normalized.html
---- Delta Shift Vector Normalized
test ../ test cube/delta-shift-vector-normalized-average.html
---- Delta Shift Vector Normalized Average
test ../ test cube/delta-shift-vector-normalized-maximum.html
---- Delta Shift Vector Normalized Maximum
test ../ test cube/delta-shift-vector-normalized-minimum.html
---- Delta Shift Vector Normalized Minimum
test ../ test cube/delta-shift-vector-normalized-percentile.html
---- Delta Shift Vector Normalized Percentile
test ../ test cube/delta-shift-vector-normalized-stddev.html
---- Delta Shift Vector Normalized StdDev
test ../ test cube/delta-shift-vector-percentile.html
---- Delta Shift Vector Percentile
test ../ test cube/delta-shift-vector-stddev.html
---- Delta Shift Vector StdDev
test ../ test cube/gamma-shift-vector.html
---- Gamma Shift Vector
test ../ test cube/gamma-shift-vector-average.html
---- Gamma Shift Vector Average
test ../ test cube/gamma-shift-vector-interpolated.html
---- Gamma Shift Vector Interpolated
test ../ test cube/gamma-shift-vector-interpolated-normalized.html
---- Gamma Shift Vector Interpolated Normalized
test ../ test cube/gamma-shift-vector-interpolated-normalized-stddev.html
---- Gamma Shift Vector Interpolated Normalized StdDev
test ../ test cube/gamma-shift-vector-interpolated-stddev.html
---- Gamma Shift Vector Interpolated StdDev
test ../ test cube/gamma-shift-vector-maximum.html
---- Gamma Shift Vector Maximum
test ../ test cube/gamma-shift-vector-minimum.html
---- Gamma Shift Vector Minimum
test ../ test cube/gamma-shift-vector-normalized.html
---- Gamma Shift Vector Normalized
test ../ test cube/gamma-shift-vector-normalized-average.html
---- Gamma Shift Vector Normalized Average
test ../ test cube/gamma-shift-vector-normalized-maximum.html
---- Gamma Shift Vector Normalized Maximum
test ../ test cube/gamma-shift-vector-normalized-minimum.html
---- Gamma Shift Vector Normalized Minimum
test ../ test cube/gamma-shift-vector-normalized-percentile.html
---- Gamma Shift Vector Normalized Percentile
test ../ test cube/gamma-shift-vector-normalized-stddev.html
---- Gamma Shift Vector Normalized StdDev
test ../ test cube/gamma-shift-vector-percentile.html
---- Gamma Shift Vector Percentile
test ../ test cube/gamma-shift-vector-stddev.html
---- Gamma Shift Vector StdDev
test ../ test cube/vanna-shift-vector.html
---- Vanna Shift Vector
test ../ test cube/vanna-shift-vector-average.html
---- Vanna Shift Vector Average
test ../ test cube/vanna-shift-vector-interpolated.html
---- Vanna Shift Vector Interpolated
test ../ test cube/vanna-shift-vector-interpolated-normalized.html
---- Vanna Shift Vector Interpolated Normalized
test ../ test cube/vanna-shift-vector-interpolated-normalized-stddev.html
---- Vanna Shift Vector Interpolated Normalized StdDev
test ../ test cube/vanna-shift-vector-interpolated-stddev.html
---- Vanna Shift Vector Interpolated StdDev
test ../ test cube/vanna-shift-vector-maximum.html
---- Vanna Shift Vector Maximum
test ../ test cube/vanna-shift-vector-minimum.html
---- Vanna Shift Vector Minimum
test ../ test cube/vanna-shift-vector-normalized.html
---- Vanna Shift Vector Normalized
test ../ test cube/vanna-shift-vector-normalized-average.html
---- Vanna Shift Vector Normalized Average
test ../ test cube/vanna-shift-vector-normalized-maximum.html
---- Vanna Shift Vector Normalized Maximum
test ../ test cube/vanna-shift-vector-normalized-minimum.html
---- Vanna Shift Vector Normalized Minimum
test ../ test cube/vanna-shift-vector-normalized-percentile.html
---- Vanna Shift Vector Normalized Percentile
test ../ test cube/vanna-shift-vector-normalized-stddev.html
---- Vanna Shift Vector Normalized StdDev
test ../ test cube/vanna-shift-vector-percentile.html
---- Vanna Shift Vector Percentile
test ../ test cube/vanna-shift-vector-stddev.html
---- Vanna Shift Vector StdDev
test ../ test cube/vega-shift-vector.html
---- Vega Shift Vector
test ../ test cube/vega-shift-vector-average.html
---- Vega Shift Vector Average
test ../ test cube/vega-shift-vector-interpolated.html
---- Vega Shift Vector Interpolated
test ../ test cube/vega-shift-vector-interpolated-normalized.html
---- Vega Shift Vector Interpolated Normalized
test ../ test cube/vega-shift-vector-interpolated-normalized-stddev.html
---- Vega Shift Vector Interpolated Normalized StdDev
test ../ test cube/vega-shift-vector-interpolated-stddev.html
---- Vega Shift Vector Interpolated StdDev
test ../ test cube/vega-shift-vector-maximum.html
---- Vega Shift Vector Maximum
test ../ test cube/vega-shift-vector-minimum.html
---- Vega Shift Vector Minimum
test ../ test cube/vega-shift-vector-normalized.html
---- Vega Shift Vector Normalized
test ../ test cube/vega-shift-vector-normalized-average.html
---- Vega Shift Vector Normalized Average
test ../ test cube/vega-shift-vector-normalized-maximum.html
---- Vega Shift Vector Normalized Maximum
test ../ test cube/vega-shift-vector-normalized-minimum.html
---- Vega Shift Vector Normalized Minimum
test ../ test cube/vega-shift-vector-normalized-percentile.html
---- Vega Shift Vector Normalized Percentile
test ../ test cube/vega-shift-vector-normalized-stddev.html
---- Vega Shift Vector Normalized StdDev
test ../ test cube/vega-shift-vector-percentile.html
---- Vega Shift Vector Percentile
test ../ test cube/vega-shift-vector-stddev.html
---- Vega Shift Vector StdDev
test ../ test cube/measures/sensi/tail.html
---
Tail
test ../ test cube/measures/sensi/utility.html
---
Utility
test ../ test cube/measures/sensi/value-at-earnings.html
---
Value at Earnings
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-mr-application.html
-
The Market Risk Application
test ../ test dev/dev-libraries.html
-
Market Risk Libraries
test ../ test dev/dev-extensions.html
-
Extending Atoti Market Risk
test ../ test dev/dev-tools.html
-
Configuring 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
Vega Shift Vector
Description
Market Shift vector used by the Vega sensitivity, not interpolated, not normalized
Hierarchies required in the view
The scenario (i) is defined by [Risk].[Scenarios].
If the market data is a curve or a map, the [Risk].[Tenors], [Risk].[Maturities], or [Risk].[Moneyness] hierarchies may be required.