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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 |
|
The measure gives the number of remaining days until the trade maturity date.
The trade maturity date is provided by the TradeMaturityDates hierarchy.
The number of days is provided by the customizable Maturity converter service,
especially it can be customized to use different day count conventions.