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/dimensions/booking.html
--
Booking
test ../ test cube/dimensions/counterparties.html
--
Counterparties
test ../ test cube/dimensions/base-currency.html
--
Currencies
test ../ test cube/base-currency.html
--- Base Currency
test ../ test cube/fx-effect.html
--- FX Effect
test ../ test cube/dimensions/currencies.html
--
Currencies
test ../ test cube/dimensions/dates.html
--
Dates
test ../ test cube/dimensions/dynamicbucketing.html
--
DynamicBucketing
test ../ test cube/dimensions/epoch.html
--
Epoch
test ../ test cube/dimensions/instruments.html
--
Instruments
test ../ test cube/dimensions/marketdata.html
--
MarketData
test ../ test cube/dimensions/organization.html
--
Organization
test ../ test cube/dimensions/pnl.html
--
PnL
test ../ test cube/dimensions/pnlindex.html
--
PnLIndex
test ../ test cube/dimensions/quantiles.html
--
Quantiles
test ../ test cube/dimensions/risk.html
--
Risk
test ../ test cube/dimensions/rounding.html
--
Rounding
test ../ test cube/dimensions/sensitivities.html
--
Sensitivities
test ../ test cube/dimensions/sensitivity-kind.html
--
Sensitivity Kind
test ../ test cube/dimensions/sign-off.html
--
Sign-off
test ../ test cube/dimensions/tradeattributes.html
--
TradeAttributes
test ../ test cube/dimensions/tradekey.html
--
TradeKey
test ../ test cube/measures.html
-
Measures
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
-
Releases and upgrades
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
Base Currency
Description
Risk-free currency, other currencies generates risk when converted to this one.
Dimension
Base Currency
Hierarchy
Base Currency
Levels
[Base Currency]
This hierarchy contains two specific level members:
“Display Ccy”: The base currency is the display currency, this could be configured with the property mr.fx.risk-display-member. This is the default selected member.
“Local Risk”: The FX effect is neutralized, there is no risky currency, this could be configured with the property mr.fx.risk-disable-member.
The other members are the available currencies, the same as the ones present on the displayCurrency hierarchy.