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/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/dtd-pnl.html
---- DTD PnL
test ../ test cube/dtd-pnl-native.html
---- DTD PnL Native
test ../ test cube/ltd-pnl.html
---- LTD PnL
test ../ test cube/ltd-pnl-native.html
---- LTD PnL Native
test ../ test cube/mtd-pnl.html
---- MTD PnL
test ../ test cube/mtd-pnl-native.html
---- MTD PnL Native
test ../ test cube/ytd-pnl.html
---- YTD PnL
test ../ test cube/ytd-pnl-native.html
---- YTD PnL Native
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
LTD PnL
Description
Lifetime (LTD) PnL
The lifetime PnL is expressed in the display currency. The LTD PnL Native is converted from the PnL currency to the display currency.
The PnL currency is expressed by the level Ccy .
$$\text{LTD PnL}=\text{LTD PnL Native}\cdot\text{FX}_\text{Ccy}$$