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Cube MD Previous

Description Cube market data for the previous as-of date, using the primary risk factor as a cube ID.
Hierarchies required in the view

This measure retrieves one plot of a cubic market data for the previous date. The market data is characterized with 3 different parameters. The Risk Factors hierarchy defines the market data name. The 3 parameters are:

  1. The Tenors hierarchy
  2. The Moneyness hierarchy
  3. The Maturities hierarchy

The Cube market data uses the CubeMarketDataPostProcessor that is part of the Market Data API.

The measure uses the CubeMarketData store to get the cubic market data values.

The previous day is defined according to the dates stored on the CubeMarketData store.