Navigation :
test ../ test user-ref.html
User & Reference Guide
test ../ test getting-started.html
Getting started
test ../ test getting-started/about.html
- Using this guide
test ../ test getting-started/whats-new.html
- What's New
test ../ test getting-started/data-model.html
- Market Risk Data Model
test ../ test getting-started/direct-query.html
- DirectQuery
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/market-data.html
--
Market Data Cube
test ../ test cube/measures/market-data/market-data.html
---
Market Data measures
test ../ test cube/measures/market-data/shift.html
---
Shift measures
test ../ test cube/shift-correl.html
---- Shift Correl
test ../ test cube/shift-vector.html
---- Shift Vector
test ../ test cube/shift-vector-average.html
---- Shift Vector Average
test ../ test cube/shift-vector-interpolated-average.html
---- Shift Vector Interpolated Average
test ../ test cube/shift-vector-interpolated-maximum.html
---- Shift Vector Interpolated Maximum
test ../ test cube/shift-vector-interpolated-minimum.html
---- Shift Vector Interpolated Minimum
test ../ test cube/shift-vector-interpolated-normalized-average.html
---- Shift Vector Interpolated Normalized Average
test ../ test cube/shift-vector-interpolated-normalized-maximum.html
---- Shift Vector Interpolated Normalized Maximum
test ../ test cube/shift-vector-interpolated-normalized-minimum.html
---- Shift Vector Interpolated Normalized Minimum
test ../ test cube/shift-vector-interpolated-normalized-percentile.html
---- Shift Vector Interpolated Normalized Percentile
test ../ test cube/shift-vector-interpolated-percentile.html
---- Shift Vector Interpolated Percentile
test ../ test cube/shift-vector-maximum.html
---- Shift Vector Maximum
test ../ test cube/shift-vector-minimum.html
---- Shift Vector Minimum
test ../ test cube/shift-vector-normalized-average.html
---- Shift Vector Normalized Average
test ../ test cube/shift-vector-normalized-maximum.html
---- Shift Vector Normalized Maximum
test ../ test cube/shift-vector-normalized-minimum.html
---- Shift Vector Normalized Minimum
test ../ test cube/shift-vector-normalized-percentile.html
---- Shift Vector Normalized Percentile
test ../ test cube/shift-vector-percentile.html
---- Shift Vector Percentile
test ../ test cube/shift-vector-stddev.html
---- Shift Vector StdDev
test ../ test cube/shift-vector-interpolated.html
---- Shift Vector Interpolated
test ../ test cube/shift-vector-interpolated-normalized.html
---- Shift Vector Interpolated Normalized
test ../ test cube/shift-vector-interpolated-normalized-stddev.html
---- Shift Vector Interpolated Normalized StdDev
test ../ test cube/shift-vector-interpolated-stddev.html
---- Shift Vector Interpolated StdDev
test ../ test cube/shift-vector-normalized.html
---- Shift Vector Normalized
test ../ test cube/shift-vector-normalized-stddev.html
---- Shift Vector Normalized StdDev
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/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
Shift Correl
Description
Correlation between two shift vectors
Hierarchies required in the view
If the first market data is a curve or a map, the Tenors, Maturities, or Moneyness hierarchies may be required.
If the second market data is a curve or a map, the Tenors Secondary, Maturities Secondary, or Moneyness Secondary hierarchies may be required.