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/directquery.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/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
Cash PnL Explain Native
Description
Cash-driven PL estimate expressed in units of original currency. Please note that even if this metric is expressed in the original currency, it relies on the reference currency for its computation.
Hierarchies required in the view
Configuration of the calculation
The calculation is defined by the mr.sensi.rules.cash.pnl-explain.fx properties.
Description of the cash-specific calculations
For details, see FX Calculation Theory .