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 |
| PnLVectorExpand | Simulated PL by scenario name | Scenarios |
| PnLVectorVaEExpand | Simulated PL by scenario name | Scenarios |
| VaR FX Rate | FX Rate used to convert simulated PL into the reference currency | Currencies |
| Vector Quality | Percentage of PnL vectors loaded compared to the contributors.COUNT measure | |
| contributors.COUNT.VaR | Number of facts in the VaR cube | |
| Trades Count | Number of trades | |
| update.TIMESTAMP.VaR | Technical measure showing last data update timestamp |