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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 ReferenceLevel, 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.

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Example

In the following example, the IMCC measure is showing the impact of individual desks on the firm-level IMCC number.
Incremental IMCC example
  • In this example, the ReferenceLevel is set to Enterprise.
  • IMCC for desk “Bonds” is -17 mio, which means, that this portfolio is reducing firm-level IMCC by 17 mio.
To validate the incremental measure for desk “Bonds”, let’s compute firm-level IMCC with a filter excluding the desk:
Incremental IMCC-validation
From the screenshot above, we can see that IMCC is approximately 17 mio higher (109.7 - 92.6) if the “Bonds” desk positions were closed-out. Follow this link to see the measures with the described behavior: Incremental Measures.