Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/overview.html
- Atoti Market Risk overview
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test getting-started/directquery.html
- DirectQuery
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
-
What's New
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
--
Sensitivity 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/adjustments.html
---
Adjustments
test ../ test cube/all-day-count.html
--- All day count
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/sensitivities/correlation.html
----
Correlation
test ../ test cube/correlation.html
----- Correlation
test ../ test cube/correlation-dtd.html
----- Correlation DtD
test ../ test cube/correlation-dtd-difference.html
----- Correlation DtD % Difference
test ../ test cube/correlation-ladder.html
----- Correlation Ladder
test ../ test cube/correlation-ladder-previous.html
----- Correlation Ladder Previous
test ../ test cube/correlation-previous.html
----- Correlation Previous
test ../ test cube/correlation-with-difference.html
----- Correlation with % Difference
test ../ test cube/measures/sensi/sensitivities/correlation/native-ccy.html
-----
Native CCY
test ../ test cube/measures/sensi/sensitivities/crossgamma.html
----
CrossGamma
test ../ test cube/measures/sensi/sensitivities/delta.html
----
Delta
test ../ test cube/measures/sensi/sensitivities/dividend.html
----
Dividend
test ../ test cube/measures/sensi/sensitivities/gamma.html
----
Gamma
test ../ test cube/measures/sensi/sensitivities/theta.html
----
Theta
test ../ test cube/measures/sensi/sensitivities/vanna.html
----
Vanna
test ../ test cube/measures/sensi/sensitivities/vega.html
----
Vega
test ../ test cube/measures/sensi/sensitivities/volga.html
----
Volga
test ../ test cube/sensitivity-notional.html
--- Sensitivity Notional
test ../ test cube/sensitivity-notional-native.html
--- Sensitivity Notional Native
test ../ test cube/sensitivity-original-notional.html
--- Sensitivity Original Notional
test ../ test cube/sensitivity-original-notional-native.html
--- Sensitivity Original Notional Native
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
-
Releases and upgrades
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 Ladder
Description
Correlation ladder (input data)
The sum of the Ladder vector field of the table TradeSensitivities .
The Correlation Ladder is expressed in the display currency. The sum is converted from the sensitivity currency to the display currency.
The Correlation currency is expressed by the level Ccy .
It is displayed as a comma separated string.
It can be filtered by the Ladder Shifts hierarchy to print out a single Ladder value.