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/contributors.count.pnl.html
--- contributors.COUNT.PnL
test ../ test cube/update.timestamp.pnl.html
--- update.TIMESTAMP.PnL
test ../ test cube/measures/pnl/adjustments.html
---
Adjustments
test ../ test cube/dtd-pnl-add-on.html
---- DTD PnL Add-on
test ../ test cube/pnl-notional.html
--- PnL Notional
test ../ test cube/pnl-notional-native.html
--- PnL Notional Native
test ../ test cube/pnl-original-notional.html
--- PnL Original Notional
test ../ test cube/pnl-original-notional-native.html
--- PnL Original Notional Native
test ../ test cube/pnl-trade-count.html
--- PnL Trade Count
test ../ test cube/measures/pnl/pnl-values.html
---
PnL Values
test ../ test cube/measures/sensi.html
--
Sensitivity Cube
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
DTD PnL Add-on
Description
Manual add-ons for Daily (DTD) PnL calculated using FX post-processor for cube-level adjustments (if any).
This measure is used to perform a cube-level adjustment. It is read from the CubeLevelAdjustments store and converted to the display currency.
The Value and the Currency come from the CubeLevelAdjustments store.
$$\text{DTD PnL AddOn}=\text{Value}\cdot\text{FX}_\text{Currency}$$