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