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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.

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ES

MeasureDescriptionRelevant context values
ESFXVectorTechnical measure
ESIndicesTechnical measure
ESSubVectorTechnical measure
ESBookHierarchyFXVectorParentValueTechnical measure
ESBookingFXVectorParentValueTechnical measure
ESRiskClassFXVectorParentValueTechnical measure
ESTradesFXVectorParentValueTechnical measure
ES97.5IndicesTechnical measure
ES99IndicesTechnical measure
ESNeighbourValueES as of previous date (by default T-1)ESConfidenceLevel
ES97.5NeighbourValueES 97.5 as of previous date (by default T-1)
ES99NeighbourValueTechnical measure
CommodityESFXVectorTechnical measure
EquityESFXVectorTechnical measure
FXESFXVectorTechnical measure
GIRRESFXVectorTechnical measure

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VaR

MeasureDescriptionRelevant context values
VaRFXVectorTechnical measure
VaRIndicesTechnical measure
VaRSubVectorTechnical measure
VaRBookHierarchyFXVectorParentValueTechnical measure
VaRBookingFXVectorParentValueTechnical measure
VaRRiskClassFXVectorParentValueTechnical measure
VaRTradesFXVectorParentValueTechnical measure
VaR97.5IndicesTechnical measure
VaR99IndicesTechnical measure
VaRNeighbourValueVaR as of previous date (by default T-1)VaRConfidenceLevel
VaR97.5NeighbourValueVaR 97.5 as of previous date (by default T-1)
VaR99NeighbourValueVaR 99 as of previous date (by default T-1)
CommodityVaRFXVectorTechnical measure
EquityVaRFXVectorTechnical measure
FXVaRFXVectorTechnical measure
GIRRVaRFXVectorTechnical measure
TailVaRIndexTechnical measure

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VaE

MeasureDescriptionRelevant context values
VaEFXVectorTechnical measure
VaESubVectorTechnical measure
VaEBookHierarchyFXVectorParentValueTechnical measure
VaEBookingFXVectorParentValueTechnical measure
VaERiskClassFXVectorParentValueTechnical measure
VaETradesFXVectorParentValueTechnical measure
VaENeighbourValueVaE as of previous date (by default T-1)VAEConfidenceLevel
VaE97.5NeighbourValueVaE 97.5 as of previous date (by default T-1)
VaE99NeighbourValueVaE 99 as of previous date (by default T-1)
CommodityVaEFXVectorTechnical measure
EquityVaEFXVectorTechnical measure
FXVaEFXVectorTechnical measure
GIRRVaEFXVectorTechnical measure
TailVaEIndexTechnical measure

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CSR FX vectors

MeasureDescription
CSR non-SecESFXVectorTechnical measure
CSR non-SecVaEFXVectorTechnical measure
CSR non-SecVaRFXVectorTechnical measure
CSR Sec CTPESFXVectorTechnical measure
CSR Sec CTPVaEFXVectorTechnical measure
CSR Sec CTPVaRFXVectorTechnical measure
CSR Sec non-CTPESFXVectorTechnical measure
CSR Sec non-CTPVaEFXVectorTechnical measure
CSR Sec non-CTPVaRFXVectorTechnical measure

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PnL vector

MeasureDescription
PnLVector.COUNTTechnical measure
PnLVector.SUMTechnical measure
PnLVectorExpandNeighbourValuePnLVectorExpand as of previous date (by default T-1)