@IMAMeasure indicates measures that will be created in the cube.
Other measure beans are flagged in the table below as Optional and only created if they are needed by another measure.
| Qualifier | Optional | Bean Name | Measure(s) |
|---|---|---|---|
es-base-pv-orig-ccy | Y | esBasePvOrigCcy | ES (base PV orig ccy) |
es-pv-vector-orig-ccy | Y | esPvVectorOrigCcy | ES (PV Vector orig ccy) |
es-scenario-fx-rates-vector | Y | esScenarioFxRatesVector | ES (Scenario FX Rates Vector) |
es-base-pv | Y | basePv | ES (base PV) |
es-pv-vector | Y | pvVector | ES (PV Vector) |
es-pl-vector | Y | esPlVector | ES (PnL Vector) Modellable CCY |
shared-pl-orig-ccy-vector | Y | sharedPlOrigCcyVector | ES (PnL Vector) |
shared-pl-vector | Y | sharedPlVector | ES (PnL Vector) CCY |
es-basic-euler | esBasicEuler | ES (Basic Euler) | |
es-nmrf-pl-vector | Y | sesPlVector | ES (PnL Vector) Non-Modellable Non-Idiosyncratic CCY |
es-ses-cr-euler | nmrfCapitalRequirementEuler | ES (SES Euler) | |
es-nmrf-idiosyncratic-pl-vector | Y | sesIdiosyncraticPlVector | ES (PnL Vector) Non-Modellable Idiosyncratic CCY |
es-ises-cr | idiosyncraticNmrfCapitalRequirement | ES (ISES) | |
es-ses-cr | nmrfCapitalRequirement | ES (SES) | |
es-ses | ses | SES | |
es-ises-cr-euler | idiosyncraticNmrfCapitalRequirementEuler | ES (ISES Euler) | |
es-basic | esBasic | ES (Basic) | |
es-basic-ancillary | esBasicAncillary | PnL Expand ES Scenario Rank | |
es-ses-cr-ancillary | nmrfCapitalRequirementAncillary | ES NMRF (PnL Vector) ES NMRF (PnL Vector) Rank | |
es-ises-cr-ancillary | idiosyncraticNmrfCapitalRequirementAncillary | ES NMRF Idiosyncratic (PnL Vector) ES NMRF Idiosyncratic (PnL Vector) Rank |