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/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
PnL Notional Native
Description
Notional in units of original currency, in the PLCube.
Hierarchies required in the view
This is the sum of each tradeID notional expressed in the notional currency.
The Notional is stored in the TRADE_ATTRIBUTES table.
The TradeID comes from the TradeKey field from the TRADE_ATTRIBUTES table.
$$\text{PnL Notional Native}=\sum_\text{TradeID}\text{Notional}$$