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 Volga Next MD Description Primary risk factor market data for volga-driven PL for the next as-of date Hierarchies required in the view Risk ClassesRisk FactorsSensitivityTenorsMoneynessMaturities Displays Surface MD Next or Cube MD Next values depending on the Risk Class and Sensitivity. Volga Current MD Volga Previous MD