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Documentation Index

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Adjustments

MeasureDescription
DTD PnL Add-onManual add-ons for Daily (DTD) PnL calculated using FX post-processor for cube-level adjustments (if any).
Delta Add-onManual add-ons for Delta for cube-level adjustments (if any).
ES Add-onManual add-ons for ES for cube-level adjustments (if any).
ETG Add-onManual add-ons for ETG for cube-level adjustments (if any).
Gamma Add-onManual add-ons for Gamma for cube-level adjustments (if any).
PnL Explain Add-onManual add-ons for PnL Explain for cube-level adjustments (if any).
VaE Add-onManual add-ons for VaE for cube-level adjustments (if any).
VaR Add-onManual add-ons for VaR for cube-level adjustments (if any).
Vega Add-onManual add-ons for Vega for cube-level adjustments (if any)
Each measure is used to perform a cube-level adjustment. It is read from the CubeLevelAdjustments store and converted to the display currency. The Value and the Currency come from the CubeLevelAdjustments store. DTD PnL Add-on DTD PnL AddOn=Value⋅FX_Currency\text{DTD PnL AddOn}=\text{Value}\cdot\text{FX}\_\text{Currency} Delta Add-on Delta Add-on=Value⋅FX_Currency\text{Delta Add-on}=\text{Value}\cdot\text{FX}\_\text{Currency} ES Add-on ES Add-On=Value⋅FX_Currency\text{ES Add-On}=\text{Value}\cdot\text{FX}\_\text{Currency} ETG Add-on ETG Add-On=Value⋅FX_Currency\text{ETG Add-On}=\text{Value}\cdot\text{FX}\_\text{Currency} Gamma Add-on Gamma Add-on=Value⋅FX_Currency\text{Gamma Add-on}=\text{Value}\cdot\text{FX}\_\text{Currency} PnL Explain Add-on PnL Explain AddOn=Value⋅FX_Currency\text{PnL Explain AddOn}=\text{Value}\cdot\text{FX}\_\text{Currency} VaE Add-on VaE Add-On=Value⋅FX_Currency\text{VaE Add-On}=\text{Value}\cdot\text{FX}\_\text{Currency} VaR Add-on VaR Add-On=Value⋅FX_Currency\text{VaR Add-On}=\text{Value}\cdot\text{FX}\_\text{Currency} Vega Add-on Vega Add-on=Value⋅FX_Currency\text{Vega Add-on}=\text{Value}\cdot\text{FX}\_\text{Currency}