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 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/cash-pnl-explain.html ---- Cash PnL Explain test ../ test cube/correlation-pnl-explain.html ---- Correlation PnL Explain test ../ test cube/crossgamma-pnl-explain.html ---- CrossGamma 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/correlation-pnl-explain-native.html ----- Correlation PnL Explain Native test ../ test cube/crossgamma-pnl-explain-native.html ----- CrossGamma 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/shift.html --- Shift 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 properties.html Properties 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 Theta PnL Explain Native NativeCurrency Description Theta-driven PL estimate expressed in units of original currency Hierarchies required in the view [Currencies].[Currencies] Configuration of the calculation The calculation is defined by the mr.sensi.rules.theta.* properties. PnL Explain Native Vanna PnL Explain Native