PnL Explain

This measure is the sum of all the individual PnL explain measures defined for each sensitivity:

• Correlation PnL Explain
• CrossGamma PnL Explain
• Delta PnL Explain
• Dividend PnL Explain
• Gamma PnL Explain
• Theta PnL Explain
• Vanna PnL Explain
• Vega PnL Explain
• Volga PnL Explain

Please note that the date shift described in the PnL Explain methodology is done after the sum of the PnLs.