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/cash-current-md.html ---- Cash Current MD test ../ test cube/cash-previous-md.html ---- Cash Previous MD test ../ test cube/correlation-current-md.html ---- Correlation Current MD test ../ test cube/correlation-previous-md.html ---- Correlation Previous MD test ../ test cube/crossgamma-current-md.html ---- CrossGamma Current MD test ../ test cube/crossgamma-current-md-2.html ---- CrossGamma Current MD 2 test ../ test cube/crossgamma-previous-md.html ---- CrossGamma Previous MD test ../ test cube/crossgamma-previous-md-2.html ---- CrossGamma Previous MD 2 test ../ test cube/delta-current-md.html ---- Delta Current MD test ../ test cube/delta-previous-md.html ---- Delta Previous MD test ../ test cube/dividend-current.html ---- Dividend Current test ../ test cube/dividend-previous.html ---- Dividend Previous test ../ test cube/measures/sensi/market-data/fx-rate.html ---- FX Rate test ../ test cube/cash-fx-rate.html ----- Cash Fx Rate test ../ test cube/correlation-fx-rate.html ----- Correlation FX Rate test ../ test cube/crossgamma-fx-rate.html ----- CrossGamma FX Rate test ../ test cube/delta-fx-rate.html ----- Delta FX Rate test ../ test cube/dividend-fx-rate.html ----- Dividend FX Rate test ../ test cube/gamma-fx-rate.html ----- Gamma FX Rate test ../ test cube/theta-fx-rate.html ----- Theta FX Rate test ../ test cube/vanna-fx-rate.html ----- Vanna FX Rate test ../ test cube/vega-fx-rate.html ----- Vega FX Rate test ../ test cube/volga-fx-rate.html ----- Volga FX Rate test ../ test cube/gamma-current-md.html ---- Gamma Current MD test ../ test cube/gamma-previous-md.html ---- Gamma Previous MD test ../ test cube/measures/sensi/market-data/native-ccy.html ---- Native CCY test ../ test cube/split-ratio-2-current.html ---- Split Ratio 2 Current test ../ test cube/split-ratio-2-previous.html ---- Split Ratio 2 Previous test ../ test cube/split-ratio-current.html ---- Split Ratio Current test ../ test cube/split-ratio-previous.html ---- Split Ratio Previous test ../ test cube/theta-current-md.html ---- Theta Current MD test ../ test cube/theta-previous-md.html ---- Theta Previous MD test ../ test cube/vanna-current-md.html ---- Vanna Current MD test ../ test cube/vanna-current-md-2.html ---- Vanna Current MD 2 test ../ test cube/vanna-previous-md.html ---- Vanna Previous MD test ../ test cube/vanna-previous-md-2.html ---- Vanna Previous MD 2 test ../ test cube/vega-current-md.html ---- Vega Current MD test ../ test cube/vega-previous-md.html ---- Vega Previous MD test ../ test cube/volga-current-md.html ---- Volga Current MD test ../ test cube/volga-previous-md.html ---- Volga Previous MD 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/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 Correlation FX Rate Description FX Rate used to convert correlation into the reference currency Hierarchies required in the view Currencies The target currency is defined by the hierarchy [Currencies].[displayCurrency]. See also Cash Fx Rate CrossGamma FX Rate Delta FX Rate Dividend FX Rate FX Rates Service Gamma FX Rate Theta FX Rate VaR FX Rate Vanna FX Rate Vega FX Rate Cash Fx Rate CrossGamma FX Rate