Notional

Measure	Description	Required hierarchies	Formula
Sensitivity Notional	Sum of each trade’s notional in the display currency. Notional currency is held by the NotionalCurrencies hierarchy; native-currency variant is Sensitivity Notional Native.	NotionalCurrencies	$\text{Sensitivity Notional}=\text{Sensitivity Notional Native}\cdot\text{FX}_\text{NotionalCcy}$
Sensitivity Notional Native	Sum of each trade’s notional in the notional currency. The `Notional` field is sourced from the TRADE_ATTRIBUTES table.	NotionalCurrencies	$\text{Sensitivity Notional Native}=\sum_\text{TradeID}\text{Notional}$
Sensitivity 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 Sensitivity Original Notional Native.		$\text{Sensitivity Original Notional}=\text{Sensitivity Original Notional Native}\cdot\text{FX}_\text{NotionalCcy}$
Sensitivity 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	$\text{Sensitivity Original Notional Native}=\sum_\text{TradeID}\text{OriginalNotional}$

​Notional