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/cube-md-current.html
---- Cube MD Current
test ../ test cube/cube-md-next.html
---- Cube MD Next
test ../ test cube/cube-md-previous.html
---- Cube MD Previous
test ../ test cube/curve-md-current.html
---- Curve MD Current
test ../ test cube/curve-md-current-on-riskfactor2.html
---- Curve MD Current On RiskFactor2
test ../ test cube/curve-md-next.html
---- Curve MD Next
test ../ test cube/curve-md-next-on-riskfactor2.html
---- Curve MD Next On RiskFactor2
test ../ test cube/curve-md-previous.html
---- Curve MD Previous
test ../ test cube/curve-md-previous-on-riskfactor2.html
---- Curve MD Previous On RiskFactor2
test ../ test cube/measures/sensi/market-data/fx-rate.html
----
FX Rate
test ../ test cube/fx-spot-md-current.html
---- FX Spot MD Current
test ../ test cube/fx-spot-md-next.html
---- FX Spot MD Next
test ../ test cube/fx-spot-md-previous.html
---- FX Spot MD Previous
test ../ test cube/measures/sensi/market-data/sensitivity-specific.html
----
Sensitivity-specific
test ../ test cube/split-ratio-2-current.html
---- Split Ratio 2 Current
test ../ test cube/split-ratio-2-next.html
---- Split Ratio 2 Next
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-next.html
---- Split Ratio Next
test ../ test cube/split-ratio-previous.html
---- Split Ratio Previous
test ../ test cube/spot-md-current.html
---- Spot MD Current
test ../ test cube/spot-md-current-on-riskfactor2.html
---- Spot MD Current On RiskFactor2
test ../ test cube/spot-md-next.html
---- Spot MD Next
test ../ test cube/spot-md-next-on-riskfactor2.html
---- Spot MD Next On RiskFactor2
test ../ test cube/spot-md-previous.html
---- Spot MD Previous
test ../ test cube/spot-md-previous-on-riskfactor2.html
---- Spot MD Previous On RiskFactor2
test ../ test cube/surface-md-current.html
---- Surface MD Current
test ../ test cube/surface-md-next.html
---- Surface MD Next
test ../ test cube/surface-md-previous.html
---- Surface MD Previous
test ../ test cube/measures/sensi/pnl-explain.html
---
PnL Explain
test ../ test cube/measures/sensi/sensitivities.html
---
Sensitivities
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
Curve MD Current On RiskFactor2
Description
Curve market data for the current as-of date, using the secondary risk factor as a curve ID.
Hierarchies required in the view
This measure retrieves one plot of a curve market data, i.e. a market data that is characterized with 1 extra parameter.
The Risk Factors Secondary hierarchy defines the market data name.
The parameter is the Tenors hierarchy.
The curve market data uses the CurveMarketDataPostProcessor that is part of the
Market Data API .
The measure uses the CurveMarketData store to get the curve market data values.