Documentation Index
Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
Use this file to discover all available pages before exploring further.
Utility
| Measure | Description | Required hierarchies |
|---|---|---|
| FxShiftVectorExpand | Shift vector used to bump the FX rate when moving to a base currency different from the current sensitivity currency, expanded into individual constituents | Scenarios, Currencies |
| TaylorVectorExpand | PnL Vector for the Taylor VaR, expanded into individual constituents | Scenarios |
| TaylorVectorExpand Native | PnL Vector for the Taylor VaR, expanded into individual constituents in the native currency | Scenarios, Currencies |
| Volga PnLVectorExpand | PnL Vector generated by the Volga sensitivity for the Taylor VaR, expanded into individual constituents | Scenarios |
| Volga Taylor Tail VaE | Best case PnL for the Volga sensitivity | |
| Volga Taylor Tail VaR | Worst case PnL for the Volga sensitivity | |
| contributors.COUNT.Sensi | Number of facts in the sensitivities cube | |
| FxShiftVectorExpandSensi | Shift vector used to bump the FX rate when moving to a base currency different from the current sensitivity currency, expanded into individual constituents | Scenarios, Currencies |
| Sensi Trades Count | Number of trades having sensitivities | |
| update.TIMESTAMP.Sensi | Technical measure showing last data update timestamp |