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/measures/sensi.html -- Sensitivities Cube test ../ test cube/contributors.count.sensi.html --- contributors.COUNT.Sensi test ../ test cube/sensi-trades-count.html --- Sensi Trades Count test ../ test cube/update.timestamp.sensi.html --- update.TIMESTAMP.Sensi test ../ test cube/measures/sensi/adjustments.html --- Adjustments test ../ test cube/measures/sensi/expected-shortfall.html --- Expected Shortfall test ../ test cube/measures/sensi/expected-tail-gain.html --- Expected Tail Gain test ../ test cube/measures/sensi/market-data.html --- Market Data test ../ test cube/cube-md-current.html ---- Cube MD Current test ../ test cube/cube-md-next.html ---- Cube MD Next test ../ test cube/cube-md-previous.html ---- Cube MD Previous test ../ test cube/curve-md-current.html ---- Curve MD Current test ../ test cube/curve-md-current-on-riskfactor2.html ---- Curve MD Current On RiskFactor2 test ../ test cube/curve-md-next.html ---- Curve MD Next test ../ test cube/curve-md-next-on-riskfactor2.html ---- Curve MD Next On RiskFactor2 test ../ test cube/curve-md-previous.html ---- Curve MD Previous test ../ test cube/curve-md-previous-on-riskfactor2.html ---- Curve MD Previous On RiskFactor2 test ../ test cube/measures/sensi/market-data/fx-rate.html ---- FX Rate test ../ test cube/fx-spot-md-current.html ---- FX Spot MD Current test ../ test cube/fx-spot-md-next.html ---- FX Spot MD Next test ../ test cube/fx-spot-md-previous.html ---- FX Spot MD Previous test ../ test cube/measures/sensi/market-data/sensitivity-specific.html ---- Sensitivity-specific test ../ test cube/correlation-md-current.html ----- Correlation MD Current test ../ test cube/correlation-md-next.html ----- Correlation MD Next test ../ test cube/correlation-md-previous.html ----- Correlation MD Previous test ../ test cube/delta-current-md.html ----- Delta Current MD test ../ test cube/delta-next-md.html ----- Delta Next MD test ../ test cube/delta-previous-md.html ----- Delta Previous MD test ../ test cube/dividend-current.html ----- Dividend Current test ../ test cube/dividend-next.html ----- Dividend Next test ../ test cube/dividend-previous.html ----- Dividend Previous test ../ test cube/gamma-current-md.html ----- Gamma Current MD test ../ test cube/gamma-previous-md.html ----- Gamma Previous MD test ../ test cube/gamma-previous-md.html ----- Gamma Previous MD test ../ test cube/theta-current-md.html ----- Theta Current MD test ../ test cube/theta-previous-md.html ----- Theta Previous MD test ../ test cube/vanna-current-md.html ----- Vanna Current MD test ../ test cube/vanna-current-md-2.html ----- Vanna Current MD 2 test ../ test cube/vanna-next-md.html ----- Vanna Next MD test ../ test cube/vanna-next-md-2.html ----- Vanna Next MD 2 test ../ test cube/vanna-previous-md.html ----- Vanna Previous MD test ../ test cube/vanna-previous-md-2.html ----- Vanna Previous MD 2 test ../ test cube/vega-current-md.html ----- Vega Current MD test ../ test cube/vega-next-md.html ----- Vega Next MD test ../ test cube/vega-previous-md.html ----- Vega Previous MD test ../ test cube/volga-current-md.html ----- Volga Current MD test ../ test cube/volga-next-md.html ----- Volga Next MD test ../ test cube/volga-previous-md.html ----- Volga Previous MD test ../ test cube/split-ratio-2-current.html ---- Split Ratio 2 Current test ../ test cube/split-ratio-2-next.html ---- Split Ratio 2 Next test ../ test cube/split-ratio-2-previous.html ---- Split Ratio 2 Previous test ../ test cube/split-ratio-current.html ---- Split Ratio Current test ../ test cube/split-ratio-next.html ---- Split Ratio Next test ../ test cube/split-ratio-previous.html ---- Split Ratio Previous test ../ test cube/spot-md-current.html ---- Spot MD Current test ../ test cube/spot-md-current-on-riskfactor2.html ---- Spot MD Current On RiskFactor2 test ../ test cube/spot-md-next.html ---- Spot MD Next test ../ test cube/spot-md-next-on-riskfactor2.html ---- Spot MD Next On RiskFactor2 test ../ test cube/spot-md-previous.html ---- Spot MD Previous test ../ test cube/spot-md-previous-on-riskfactor2.html ---- Spot MD Previous On RiskFactor2 test ../ test cube/surface-md-current.html ---- Surface MD Current test ../ test cube/surface-md-next.html ---- Surface MD Next test ../ test cube/surface-md-previous.html ---- Surface MD Previous test ../ test cube/measures/sensi/pnl-explain.html --- PnL Explain test ../ test cube/measures/sensi/sensitivities.html --- Sensitivities test ../ test cube/sensitivity-notional.html --- Sensitivity Notional test ../ test cube/sensitivity-notional-native.html --- Sensitivity Notional Native test ../ test cube/sensitivity-original-notional.html --- Sensitivity Original Notional test ../ test cube/sensitivity-original-notional-native.html --- Sensitivity Original Notional Native test ../ test cube/measures/sensi/shift.html --- Shift test ../ test cube/measures/sensi/tail.html --- Tail test ../ test cube/measures/sensi/utility.html --- Utility test ../ test cube/measures/sensi/value-at-earnings.html --- Value at Earnings test ../ test cube/measures/sensi/value-at-risk.html --- Value at Risk 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 - Release and migration notes 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 Theta Current MD Description Primary risk factor market data for theta-driven PL for the current as-of date. It contains the duration of the deal. Hierarchies required in the view Risk FactorsTradeMaturityDates Gamma Previous MD Theta Previous MD