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Documentation Index

Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt

Use this file to discover all available pages before exploring further.

Naming pattern: Measures with “Incremental” behavior follow the name pattern:Main Measure Name Incremental. The Incremental measures evaluate the impact of a trade or a group of trades (‘current scope’) on the result at a selected reference level, by comparing it with a computation as if the considered trade or aggregate of trades were hypothetically removed. Mincremental(scope)=M(portfolio)−M(portfolio excl scope)M^{incremental}(\text{scope})=M(\text{portfolio}) - M(\text{portfolio excl scope})
The impact of query filters on the results can be controlled using ReferenceLevelVisualTotalsMode.
Example: In the following example, the IR K Delta measure is showing the impact of individual NettingSetId on the firm-level IR K Delta number.
IR K Delta Incremental by NettingSetId
  • IR K Delta for NettingSetId “ActiveBank EU_104” is -94, which means that this portfolio is reducing firm-level IR K Delta by 94.
IR K Delta Incremental excluding ActiveBank EU_104
From the screenshot above, we can see that the IR K Delta is 94 greater (594,579 - 594,486) if the “ActiveBank EU_104” NettingSet positions were closed out. Follow this link to see the measures with the described behavior: Incremental Measures.