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 getting-started/direct-query.html
- DirectQuery
test ../ test dashboards.html
Dashboards
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/dimensions/mrcombinedcube.html
--
MR Dimensions
test ../ test cube/booking.books.html
--- [Booking].[Books]
test ../ test cube/booking.desks.html
--- [Booking].[Desks]
test ../ test cube/booking.trades.html
--- [Booking].[Trades]
test ../ test cube/counterparties.counterparties.html
--- [Counterparties].[Counterparties]
test ../ test cube/counterparties.counterpartycountriesofaddress.html
--- [Counterparties].[CounterpartyCountriesOfAddress]
test ../ test cube/counterparties.counterpartycountriesofrisk.html
--- [Counterparties].[CounterpartyCountriesOfRisk]
test ../ test cube/counterparties.counterpartyhierarchy.html
--- [Counterparties].[CounterpartyHierarchy]
test ../ test cube/counterparties.counterpartyids.html
--- [Counterparties].[CounterpartyIds]
test ../ test cube/counterparties.counterpartynames.html
--- [Counterparties].[CounterpartyNames]
test ../ test cube/counterparties.counterpartyratings.html
--- [Counterparties].[CounterpartyRatings]
test ../ test cube/counterparties.counterpartysectors.html
--- [Counterparties].[CounterpartySectors]
test ../ test cube/currencies.currencies.html
--- [Currencies].[Currencies]
test ../ test cube/currencies.displaycurrency.html
--- [Currencies].[displayCurrency]
test ../ test cube/currencies.srccurrency.html
--- [Currencies].[srcCurrency]
test ../ test cube/dates.date.html
--- [Dates].[Date]
test ../ test cube/dates.daytoday.html
--- [Dates].[DayToDay]
test ../ test cube/dates.marketshiftdate.html
--- [Dates].[MarketShiftDate]
test ../ test cube/dynamicbucketing.dynamicmaturities.html
--- [DynamicBucketing].[DynamicMaturities]
test ../ test cube/dynamicbucketing.dynamicmoneyness.html
--- [DynamicBucketing].[DynamicMoneyness]
test ../ test cube/dynamicbucketing.dynamictenors.html
--- [DynamicBucketing].[DynamicTenors]
test ../ test cube/instruments.instrumentclasses.html
--- [Instruments].[InstrumentClasses]
test ../ test cube/instruments.instrumenttypes.html
--- [Instruments].[InstrumentTypes]
test ../ test cube/marketdata.marketdatasets.html
--- [MarketData].[MarketDataSets]
test ../ test cube/organization.bookhierarchy.html
--- [Organization].[BookHierarchy]
test ../ test cube/organization.legal-entities.html
--- [Organization].[Legal Entities]
test ../ test cube/organization.legalentityhierarchy.html
--- [Organization].[LegalEntityHierarchy]
test ../ test cube/pnl.buckets.html
--- [PnL].[Buckets]
test ../ test cube/pnl.isfullrevals.html
--- [PnL].[IsFullRevals]
test ../ test cube/pnl.pl-drivers.html
--- [PnL].[PL Drivers]
test ../ test cube/pnl.types.html
--- [PnL].[Types]
test ../ test cube/pnlindex.pnlendindex.html
--- [PnLIndex].[PnLEndIndex]
test ../ test cube/pnlindex.pnlstartindex.html
--- [PnLIndex].[PnLStartIndex]
test ../ test cube/quantiles.quantiles.html
--- [Quantiles].[Quantiles]
test ../ test cube/risk.calculationids.html
--- [Risk].[CalculationIds]
test ../ test cube/risk.curvetypes.html
--- [Risk].[CurveTypes]
test ../ test cube/risk.ladder-availability.html
--- [Risk].[Ladder Availability]
test ../ test cube/risk.ladder-shifts.html
--- [Risk].[Ladder Shifts]
test ../ test cube/risk.liquidity-horizons.html
--- [Risk].[Liquidity Horizons]
test ../ test cube/risk.maturities-secondary.html
--- [Risk].[Maturities Secondary]
test ../ test cube/risk.maturities.html
--- [Risk].[Maturities]
test ../ test cube/risk.moneyness-secondary.html
--- [Risk].[Moneyness Secondary]
test ../ test cube/risk.moneyness.html
--- [Risk].[Moneyness]
test ../ test cube/risk.percentile.html
--- [Risk].[Percentile]
test ../ test cube/risk.qualifiers.html
--- [Risk].[Qualifiers]
test ../ test cube/risk.risk-classes.html
--- [Risk].[Risk Classes]
test ../ test cube/risk.risk-factors-secondary.html
--- [Risk].[Risk Factors Secondary]
test ../ test cube/risk.risk-factors.html
--- [Risk].[Risk Factors]
test ../ test cube/risk.riskfactorcurrencies.html
--- [Risk].[RiskFactorCurrencies]
test ../ test cube/risk.riskfactortypes.html
--- [Risk].[RiskFactorTypes]
test ../ test cube/risk.scenario-sets.html
--- [Risk].[Scenario Sets]
test ../ test cube/risk.scenarios.html
--- [Risk].[Scenarios]
test ../ test cube/risk.tenors-secondary.html
--- [Risk].[Tenors Secondary]
test ../ test cube/risk.tenors.html
--- [Risk].[Tenors]
test ../ test cube/rounding.roundingmethods.html
--- [Rounding].[RoundingMethods]
test ../ test cube/sensitivities.sensitivity.html
--- [Sensitivities].[Sensitivity]
test ../ test cube/sensitivity-kind.sensitivity-kind.html
--- [Sensitivity Kind].[Sensitivity Kind]
test ../ test cube/sign-off.adjustment.html
--- [Sign-off].[Adjustment]
test ../ test cube/sign-off.sign-off-status.html
--- [Sign-off].[Sign-off Status]
test ../ test cube/tradeattributes.maturitydates.html
--- [TradeAttributes].[MaturityDates]
test ../ test cube/tradeattributes.notionalcurrencies.html
--- [TradeAttributes].[NotionalCurrencies]
test ../ test cube/tradeattributes.sales.html
--- [TradeAttributes].[Sales]
test ../ test cube/tradeattributes.tradedates.html
--- [TradeAttributes].[TradeDates]
test ../ test cube/tradeattributes.traders.html
--- [TradeAttributes].[Traders]
test ../ test cube/tradeattributes.var-inclusion-type.html
--- [TradeAttributes].[VaR inclusion type]
test ../ test cube/measures.html
-
Measures
test ../ test datastore.html
Datastores
test ../ test input-files.html
Input file formats
test ../ test what-if.html
What-If Analysis
test ../ test database.html
Database
test ../ test sign-off.html
Sign-Off Approvals
test ../ test limits.html
Limit monitoring
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-ui-config.html
-
Configuring the UI
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 dev/dev-direct-query.html
-
DirectQuery
test ../ test pdf-guides.html
PDF Guides
[Dates].[MarketShiftDate]
Description
Slicing date selector for market shift data
Dimension
Dates
Hierarchy
MarketShiftDate
Levels
[MarketShiftDate]
This slicing hierarchy is used to select market shifts from a specific date for the calculation of Taylor measures.
You can set it up with the property market.shift.date.specific which gives the different possible day references. It is a list of human-readable key-value pairs.