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/directquery.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/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/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/measures/sensi/pnl-explain.html --- PnL Explain test ../../../../../../../ test cube/measures/sensi/sensitivities.html --- Sensitivities 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-earnings/taylor.html ---- Taylor test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/cash.html ----- Cash test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/correlation.html ----- Correlation test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/crossgamma.html ----- CrossGamma test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/delta.html ----- Delta test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/gamma.html ----- Gamma test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vae.html ----- VaE test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vae-97.5.html ----- VaE 97.5 test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vae-99.html ----- VaE 99 test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna.html ----- Vanna test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna/vae.html ------ VaE test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna/vae-97.5.html ------ VaE 97.5 test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna/vae-99.html ------ VaE 99 test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna/wvae.html ------ WVaE test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna/wvae/booking.html ------- Booking test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna/wvae/reference-level.html ------- Reference level test ../../../../../../../ test cube/vanna-taylor-wvae-97.5-lestimated-reference-level.html -------- Vanna Taylor WVaE 97.5 LEstimated Reference Level test ../../../../../../../ test cube/vanna-taylor-wvae-99-lestimated-reference-level.html -------- Vanna Taylor WVaE 99 LEstimated Reference Level test ../../../../../../../ test cube/vanna-taylor-wvae-lestimated-reference-level.html -------- Vanna Taylor WVaE LEstimated Reference Level test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna/wvae/top.html ------- Top test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna/wvae/trades.html ------- Trades test ../../../../../../../ test cube/vanna-taylor-wvae.html ------- Vanna Taylor WVaE test ../../../../../../../ test cube/vanna-taylor-wvae-dtd.html ------- Vanna Taylor WVaE DtD test ../../../../../../../ test cube/vanna-taylor-wvae-dtd-difference.html ------- Vanna Taylor WVaE DtD % Difference test ../../../../../../../ test cube/vanna-taylor-wvae-previous.html ------- Vanna Taylor WVaE Previous test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna/wvae-97.5.html ------ WVaE 97.5 test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vanna/wvae-99.html ------ WVaE 99 test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/vega.html ----- Vega test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/volga.html ----- Volga test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/wvae.html ----- WVaE test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/wvae-97.5.html ----- WVaE 97.5 test ../../../../../../../ test cube/measures/sensi/value-at-earnings/taylor/wvae-99.html ----- WVaE 99 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 Reference level Vanna Taylor WVaE 97.5 LEstimated Reference Level Vanna Taylor WVaE 99 LEstimated Reference Level Vanna Taylor WVaE LEstimated Reference Level Page 1 of 1 Vanna Taylor WVaE LEstimated Booking Vanna Taylor WVaE 97.5 LEstimated Reference Level