> ## 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.

# Technical

> Reference for the Technical measures in the VaR-ES Cube.

## ES

| Measure                            | Description                                  | Relevant context values                   |
| ---------------------------------- | -------------------------------------------- | ----------------------------------------- |
| ESFXVector                         | Technical measure                            |                                           |
| ESIndices                          | Technical measure                            |                                           |
| ESSubVector                        | Technical measure                            |                                           |
| ESBookHierarchyFXVectorParentValue | Technical measure                            |                                           |
| ESBookingFXVectorParentValue       | Technical measure                            |                                           |
| ESRiskClassFXVectorParentValue     | Technical measure                            |                                           |
| ESTradesFXVectorParentValue        | Technical measure                            |                                           |
| ES97.5Indices                      | Technical measure                            |                                           |
| ES99Indices                        | Technical measure                            |                                           |
| ESNeighbourValue                   | ES as of previous date (by default T-1)      | [ESConfidenceLevel](../../context-values) |
| ES97.5NeighbourValue               | ES 97.5 as of previous date (by default T-1) |                                           |
| ES99NeighbourValue                 | Technical measure                            |                                           |
| CommodityESFXVector                | Technical measure                            |                                           |
| EquityESFXVector                   | Technical measure                            |                                           |
| FXESFXVector                       | Technical measure                            |                                           |
| GIRRESFXVector                     | Technical measure                            |                                           |

## VaR

| Measure                             | Description                                   | Relevant context values                    |
| ----------------------------------- | --------------------------------------------- | ------------------------------------------ |
| VaRFXVector                         | Technical measure                             |                                            |
| VaRIndices                          | Technical measure                             |                                            |
| VaRSubVector                        | Technical measure                             |                                            |
| VaRBookHierarchyFXVectorParentValue | Technical measure                             |                                            |
| VaRBookingFXVectorParentValue       | Technical measure                             |                                            |
| VaRRiskClassFXVectorParentValue     | Technical measure                             |                                            |
| VaRTradesFXVectorParentValue        | Technical measure                             |                                            |
| VaR97.5Indices                      | Technical measure                             |                                            |
| VaR99Indices                        | Technical measure                             |                                            |
| VaRNeighbourValue                   | VaR as of previous date (by default T-1)      | [VaRConfidenceLevel](../../context-values) |
| VaR97.5NeighbourValue               | VaR 97.5 as of previous date (by default T-1) |                                            |
| VaR99NeighbourValue                 | VaR 99 as of previous date (by default T-1)   |                                            |
| CommodityVaRFXVector                | Technical measure                             |                                            |
| EquityVaRFXVector                   | Technical measure                             |                                            |
| FXVaRFXVector                       | Technical measure                             |                                            |
| GIRRVaRFXVector                     | Technical measure                             |                                            |
| TailVaRIndex                        | Technical measure                             |                                            |

## VaE

| Measure                             | Description                                   | Relevant context values                    |
| ----------------------------------- | --------------------------------------------- | ------------------------------------------ |
| VaEFXVector                         | Technical measure                             |                                            |
| VaESubVector                        | Technical measure                             |                                            |
| VaEBookHierarchyFXVectorParentValue | Technical measure                             |                                            |
| VaEBookingFXVectorParentValue       | Technical measure                             |                                            |
| VaERiskClassFXVectorParentValue     | Technical measure                             |                                            |
| VaETradesFXVectorParentValue        | Technical measure                             |                                            |
| VaENeighbourValue                   | VaE as of previous date (by default T-1)      | [VAEConfidenceLevel](../../context-values) |
| VaE97.5NeighbourValue               | VaE 97.5 as of previous date (by default T-1) |                                            |
| VaE99NeighbourValue                 | VaE 99 as of previous date (by default T-1)   |                                            |
| CommodityVaEFXVector                | Technical measure                             |                                            |
| EquityVaEFXVector                   | Technical measure                             |                                            |
| FXVaEFXVector                       | Technical measure                             |                                            |
| GIRRVaEFXVector                     | Technical measure                             |                                            |
| TailVaEIndex                        | Technical measure                             |                                            |

## CSR FX vectors

| Measure                    | Description       |
| -------------------------- | ----------------- |
| CSR non-SecESFXVector      | Technical measure |
| CSR non-SecVaEFXVector     | Technical measure |
| CSR non-SecVaRFXVector     | Technical measure |
| CSR Sec CTPESFXVector      | Technical measure |
| CSR Sec CTPVaEFXVector     | Technical measure |
| CSR Sec CTPVaRFXVector     | Technical measure |
| CSR Sec non-CTPESFXVector  | Technical measure |
| CSR Sec non-CTPVaEFXVector | Technical measure |
| CSR Sec non-CTPVaRFXVector | Technical measure |

## PnL vector

| Measure                       | Description                                          |
| ----------------------------- | ---------------------------------------------------- |
| PnLVector.COUNT               | Technical measure                                    |
| PnLVector.SUM                 | Technical measure                                    |
| PnLVectorExpandNeighbourValue | PnLVectorExpand as of previous date (by default T-1) |
