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Sensitivity Notional
| Description |
Trades notional, in the Sensitivity cube |
This is the sum of each tradeID notional expressed in local currency.
The notional currency is held by the NotionalCurrencies hierarchy.
The notional expressed in native currency is displayed by the Sensitivity Notional Native measure.
$$\text{Sensitivity Notional}=\text{Sensitivity Notional Native}\cdot{\text{FX}_\text{NotionalCcy}}$$