Notional
| Measure | Description | Required hierarchies | Formula |
|---|---|---|---|
| PnL Notional | Sum of each trade’s notional in the display currency. Notional currency is held by the NotionalCurrencies hierarchy; native-currency variant is PnL Notional Native. | NotionalCurrencies | PnL Notional=PnL Notional Native⋅FXNotionalCcy |
| PnL Notional Native | Sum of each trade’s notional in the notional currency. The Notional field is sourced from the TRADE_ATTRIBUTES table. | NotionalCurrencies | PnL Notional Native=∑TradeIDNotional |
| PnL Original Notional | Sum of each trade’s notional at inception date in the display currency. Notional currency is held by the NotionalCurrencies hierarchy; native-currency variant is PnL Original Notional Native. | PnL Original Notional=PnL Original Notional Native⋅FXNotionalCcy | |
| PnL Original Notional Native | Sum of each trade’s notional at inception date in the notional currency. The OriginalNotional field is sourced from the TRADE_ATTRIBUTES table. | NotionalCurrencies | PnL Original Notional Native=∑TradeIDOriginalNotional |