PnL Explain
| Measure | Description |
|---|---|
| Correlation PnL Explain | Correlation-driven PL estimate expressed in the display currency |
| CrossGamma PnL Explain | Cross-Gamma-driven PL estimate expressed in the display currency |
| Delta PnL Explain | Delta-driven PL estimate expressed in the display currency |
| Dividend PnL Explain | Dividend-driven PL estimate expressed in the display currency |
| Gamma PnL Explain | Gamma-driven PL estimate expressed in the display currency |
| PnL Explain | Total greek-based PL estimate expressed in the display currency |
| Theta PnL Explain | Theta-driven PL estimate expressed in the display currency |
| Vanna PnL Explain | Vanna-driven PL estimate expressed in the display currency |
| Vega PnL Explain | Vega-driven PL estimate expressed in the display currency |
| Volga PnL Explain | Volga-driven PL estimate expressed in the display currency |
PnL Explain native CCY
NativeCurrency| Measure | Description | Required hierarchies |
|---|---|---|
| Correlation PnL Explain Native | Correlation-driven PL estimate expressed in units of original currency | Currencies |
| CrossGamma PnL Explain Native | Cross-Gamma-driven PL estimate expressed in units of original currency | Currencies |
| Delta PnL Explain Native | Delta-driven PL estimate expressed in units of original currency | Currencies |
| Dividend PnL Explain Native | Dividend-driven PL estimate expressed in units of original currency | Currencies |
| Gamma PnL Explain Native | Gamma-driven PL estimate expressed in units of original currency | Currencies |
| PnL Explain Native | Total greek-based PL estimate expressed in units of original currency | |
| Theta PnL Explain Native | Theta-driven PL estimate expressed in units of original currency | Currencies |
| Vanna PnL Explain Native | Vanna-driven PL estimate expressed in units of original currency | Currencies |
| Vega PnL Explain Native | Vega-driven PL estimate expressed in units of original currency | Currencies |
| Volga PnL Explain Native | Volga-driven PL estimate expressed in units of original currency | Currencies |