> ## 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.
# Value at Earning
> Reference for the Value at Earning and Weighted VaE measures in the VaR-ES Cube.
## VaE and Weighted VaE
| Measure | Description | Relevant context values |
| ----------------- | ----------------------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------- |
| VaE | Value-at-Earning | [VaEConfidenceLevel](../../context-values) |
| VaE 97.5 | VaE at 97.5% confidence level | |
| VaE 99 | VaE at 99% confidence level | |
| Parametric VaE | Parametric Value-at-Earning | [VaEConfidenceLevel](../../context-values) |
| Weighted VaE | The Weighted variation of the VaE measure. Please refer to the WHS calculations chapter | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) |
| Weighted VaE 97.5 | The Weighted variation of the VaE measure at 97.5% confidence level. Please refer to the WHS calculations chapter | [WeightedVaRLambda](../../context-values) |
| Weighted VaE 99 | The Weighted variation of the VaE measure at 99% confidence level. Please refer to the WHS calculations chapter | [WeightedVaRLambda](../../context-values) |
## DtD
| Measure | Description | Relevant context values |
| --------------------- | ----------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------- |
| VaE DtD | Change of VaE from one day to another. By default DtD. | [VaEConfidenceLevel](../../context-values) |
| VaE 97.5 DtD | Change of VaE 97.5 from one day to another. By default DtD. | |
| VaE 99 DtD | Change of VaE 99 from one day to another. By default DtD. | |
| Weighted VaE DtD | Change of Weighted VaE from one day to another. By default DtD. | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) |
| Weighted VaE 97.5 DtD | Change of Weighted VaE from one day to another at 97.5% confidence level. By default DtD. | [WeightedVaRLambda](../../context-values) |
| Weighted VaE 99 DtD | Change of Weighted VaE from one day to another at 99% confidence level. By default DtD. | [WeightedVaRLambda](../../context-values) |
## DtD % difference
| Measure | Description | Relevant context values |
| ---------------------------------- | ---------------------------------------------------------------------------------------------------- | ------------------------------------------------------------------------------------- |
| VaE DtD % Difference | Percentage change of VaE from one day to another. By default DtD. | [VaEConfidenceLevel](../../context-values) |
| VaE 97.5 DtD % Difference | Percentage change of VaE 97.5 from one day to another. By default DtD. | [VaEConfidenceLevel](../../context-values) |
| VaE 99 DtD % Difference | Percentage change of VaE 99 from one day to another. By default DtD. | [VaEConfidenceLevel](../../context-values) |
| Weighted VaE DtD % Difference | Percentage change of Weighted VaE from one day to another. By default DtD. | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) |
| Weighted VaE 97.5 DtD % Difference | Percentage change of Weighted VaE from one day to another at 97.5% confidence level. By default DtD. | [WeightedVaRLambda](../../context-values) |
| Weighted VaE 99 DtD % Difference | Percentage change of Weighted VaE from one day to another at 99% confidence level. By default DtD. | [WeightedVaRLambda](../../context-values) |
## Previous
| Measure | Description | Relevant context values |
| -------------------------- | ---------------------------------------------------------------- | ------------------------------------------------------------------------------------- |
| VaE Previous | Value-at-Earning for the previous day. | [VaEConfidenceLevel](../../context-values) |
| VaE 97.5 Previous | Value-at-Earning for the previous day at 97.5% confidence level. | [VaEConfidenceLevel](../../context-values) |
| VaE 99 Previous | Value-at-Earning for the previous day at 99% confidence level. | [VaEConfidenceLevel](../../context-values) |
| Weighted VaE Previous | The Weighted VaE of the previous day | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) |
| Weighted VaE 97.5 Previous | The Weighted VaE of the previous day at 97.5% confidence level | [WeightedVaRLambda](../../context-values) |
| Weighted VaE 99 Previous | The Weighted VaE of the previous day at 99% confidence level | [WeightedVaRLambda](../../context-values) |
## Scenario name(s)
All measures in this section output a string.
| Measure | Description | Relevant context values |
| ---------------------------------- | ------------------------------------------------------------------------------------ | ------------------------------------------------------------------------------------- |
| VaE Scenario Name(s) | List of scenario names contributing to the VaE calculation | [VaEConfidenceLevel](../../context-values) |
| VaE 97.5 Scenario Name(s) | List of scenario names contributing to the VaE calculation at 97.5% confidence level | [VaEConfidenceLevel](../../context-values) |
| VaE 99 Scenario Name(s) | List of scenario names contributing to the VaE calculation at 99% confidence level | [VaEConfidenceLevel](../../context-values) |
| Weighted VaE Scenario Name(s) | Scenarios that contribute to the weighted VaE. | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) |
| Weighted VaE 97.5 Scenario Name(s) | Scenarios that contribute to the weighted VaE at 97.5% confidence level. | [WeightedVaRLambda](../../context-values) |
| Weighted VaE 99 Scenario Name(s) | Scenarios that contribute to the weighted VaE at 99% confidence level. | [WeightedVaRLambda](../../context-values) |
## Values
All measures in this section output a string.
| Measure | Description | Relevant context values |
| ------------------------ | ------------------------------------------------------------------------- | ------------------------------------------ |
| VaE Values | PnL values that contribute to the VaE. | [VaEConfidenceLevel](../../context-values) |
| Weighted VaE Values | PnL values that contribute to the weighted VaE. | [VaEConfidenceLevel](../../context-values) |
| Weighted VaE 97.5 Values | PnL values that contribute to the weighted VaE at 97.5% confidence level. | |
| Weighted VaE 99 Values | PnL values that contribute to the weighted VaE at 99% confidence level. | |
## With % difference
All measures in this section output a string.
| Measure | Description | Relevant context values |
| ----------------------------------- | ------------------------------------------------------------------------------ | ------------------------------------------------------------------------------------- |
| VaE with % Difference | VaE with percentage difference in brackets. | [VaEConfidenceLevel](../../context-values) |
| VaE 97.5 with % Difference | VaE with percentage difference in brackets at 97.5% confidence level. | [VaEConfidenceLevel](../../context-values) |
| VaE 99 with % Difference | VaE with percentage difference in brackets at 99% confidence level. | [VaEConfidenceLevel](../../context-values) |
| Weighted VaE with % Difference | Weighted VaE with percentage difference in brackets. | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) |
| Weighted VaE 97.5 with % Difference | Weighted VaE with percentage difference in brackets at 97.5% confidence level. | [WeightedVaRLambda](../../context-values) |
| Weighted VaE 99 with % Difference | Weighted VaE with percentage difference in brackets at 99% confidence level. | [WeightedVaRLambda](../../context-values) |
## Booking
### Incremental booking
| Measure | Description | Related methodologies | Relevant context values | Required hierarchies |
| ------------------------------------- | ------------------------------------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------ | ------------------------------------------------------------------------------------- | -------------------- |
| VaE Incremental Booking | Incremental variation of the VaE that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | [Incremental](../../../calculations/incremental) | [VaEConfidenceLevel](../../context-values) | BookHierarchy |
| VaE 97.5 Incremental Booking | Incremental variation of the VaE 97.5 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | [Incremental](../../../calculations/incremental) | | BookHierarchy |
| VaE 99 Incremental Booking | Incremental variation of the VaE 99 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | [Incremental](../../../calculations/incremental) | | BookHierarchy |
| Weighted VaE Incremental Booking | Incremental variation of the Weighted VaE that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | [Incremental](../../../calculations/incremental) | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | BookHierarchy |
| Weighted VaE 97.5 Incremental Booking | Incremental variation of the Weighted VaE 97.5 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | [Incremental](../../../calculations/incremental) | [WeightedVaRLambda](../../context-values) | BookHierarchy |
| Weighted VaE 99 Incremental Booking | Incremental variation of the Weighted VaE 99 that computes the contribution of the nodes along the BookHierarchy. Refer to the Incremental Measures chapter | [Incremental](../../../calculations/incremental) | [WeightedVaRLambda](../../context-values) | BookHierarchy |
**Weighted VaE Incremental Booking**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its drill-up value along the [BookHierarchy](../../dimensions/organization) hierarchy. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a confidence level defined by the [VaEConfidenceLevel](../../context-values) context value and the [WeightedVaRLambda](../../context-values) decay factor, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
**Weighted VaE 97.5 Incremental Booking**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its drill-up value along the [BookHierarchy](../../dimensions/organization) hierarchy. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a 97.5% confidence level, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
**Weighted VaE 99 Incremental Booking**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its drill-up value along the [BookHierarchy](../../dimensions/organization) hierarchy. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a 99% confidence level, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
### LEstimated booking
| Measure | Description | Related methodologies |
| ------------------------------------ | --------------------------------------------------------------- | ---------------------------------------------- |
| VaE LEstimated Booking | Contribution of the upper Booking of Value at Earning | [Lestimated](../../../calculations/lestimated) |
| VaE 97.5 LEstimated Booking | Contribution of the upper Booking of VaE 97.5 | [Lestimated](../../../calculations/lestimated) |
| VaE 99 LEstimated Booking | Contribution of the upper Booking of VaE 99 | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE LEstimated Booking | Contribution of the upper Booking of Weighted Value at Earnings | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE 97.5 LEstimated Booking | Contribution of the upper Booking of Weighted VaE 97.5 | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE 99 LEstimated Booking | Contribution of the upper Booking of Weighted VaE 99 | [Lestimated](../../../calculations/lestimated) |
## Reference level
### Incremental reference level
| Measure | Description | Related methodologies | Relevant context values |
| --------------------------------------------- | -------------------------------------------------------------------------------------------------------------- | ------------------------------------------------ | ----------------------------------------------------------------------------------------------------------------------------- |
| VaE Incremental Reference Level | Incremental variation of the VaE. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | [VaEConfidenceLevel](../../context-values), [ReferenceLevel](../../context-values) |
| VaE 97.5 Incremental Reference Level | Incremental variation of the VaE 97.5. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | [ReferenceLevel](../../context-values) |
| VaE 99 Incremental Reference Level | Incremental variation of the VaE 99. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | [ReferenceLevel](../../context-values) |
| Weighted VaE Incremental Reference Level | Incremental variation of the Weighted VaE. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values), [ReferenceLevel](../../context-values) |
| Weighted VaE 97.5 Incremental Reference Level | Incremental variation of the Weighted VaE 97.5. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | [WeightedVaRLambda](../../context-values), [ReferenceLevel](../../context-values) |
| Weighted VaE 99 Incremental Reference Level | Incremental variation of the Weighted VaE 99. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | [WeightedVaRLambda](../../context-values), [ReferenceLevel](../../context-values) |
**VaE Incremental Reference Level**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its value at the level defined by the [ReferenceLevel](../../context-values) context value. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a VaE measure with a confidence level defined by the [VaEConfidenceLevel](../../context-values) context value, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
**Weighted VaE Incremental Reference Level**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its value at the level defined by the [ReferenceLevel](../../context-values) context value. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a confidence level defined by the [VaEConfidenceLevel](../../context-values) context value and the [WeightedVaRLambda](../../context-values) decay factor, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
**Weighted VaE 97.5 Incremental Reference Level**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its value at the level defined by the [ReferenceLevel](../../context-values) context value. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a 97.5% confidence level, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
**Weighted VaE 99 Incremental Reference Level**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its value at the level defined by the [ReferenceLevel](../../context-values) context value. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a 99% confidence level, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
### LEstimated reference level
| Measure | Description | Related methodologies |
| -------------------------------------------- | ---------------------------------------------------------------------- | ---------------------------------------------- |
| VaE LEstimated Reference Level | Contribution of the upper Reference Level of Value at Earning | [Lestimated](../../../calculations/lestimated) |
| VaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of VaE 97.5 | [Lestimated](../../../calculations/lestimated) |
| VaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of VaE 99 | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE LEstimated Reference Level | Contribution of the upper Reference Level of Weighted Value at Earning | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE 97.5 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted VaE 97.5 | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE 99 LEstimated Reference Level | Contribution of the upper Reference Level of Weighted VaE 99 | [Lestimated](../../../calculations/lestimated) |
## Top
### Incremental top
| Measure | Description | Related methodologies | Relevant context values |
| --------------------------------- | -------------------------------------------------------------------------------------------------------------- | ------------------------------------------------ | ------------------------------------------------------------------------------------- |
| VaE Incremental Top | Incremental variation of the VaE. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | [VaEConfidenceLevel](../../context-values) |
| VaE 97.5 Incremental Top | Incremental variation of the VaE 97.5. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | |
| VaE 99 Incremental Top | Incremental variation of the VaE 99. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | |
| Weighted VaE Incremental Top | Incremental variation of the Weighted VaE. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) |
| Weighted VaE 97.5 Incremental Top | Incremental variation of the Weighted VaE 97.5. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | [WeightedVaRLambda](../../context-values) |
| Weighted VaE 99 Incremental Top | Incremental variation of the Weighted VaE 99. Please refer to the Incremental Measures chapter linked below. | [Incremental](../../../calculations/incremental) | [WeightedVaRLambda](../../context-values) |
**VaE Incremental Top**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its value at the grand total location. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a VaE measure with a confidence level defined by the [VaEConfidenceLevel](../../context-values) context value, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
**Weighted VaE Incremental Top**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its value at the grand total location. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a confidence level defined by the [VaEConfidenceLevel](../../context-values) context value and the [WeightedVaRLambda](../../context-values) decay factor, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
**Weighted VaE 97.5 Incremental Top**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its value at the grand total location. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a 97.5% confidence level, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
**Weighted VaE 99 Incremental Top**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its value at the grand total location. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a 99% confidence level, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
### LEstimated top
| Measure | Description | Related methodologies |
| -------------------------------- | ---------------------------------------------------------- | ---------------------------------------------- |
| VaE LEstimated Top | Contribution of the upper Top of Value at Earning | [Lestimated](../../../calculations/lestimated) |
| VaE 97.5 LEstimated Top | Contribution of the upper Top of VaE 97.5 | [Lestimated](../../../calculations/lestimated) |
| VaE 99 LEstimated Top | Contribution of the upper Top of VaE 99 | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE LEstimated Top | Contribution of the upper Top of Weighted Value at Earning | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE 97.5 LEstimated Top | Contribution of the upper Top of Weighted VaE 97.5 | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE 99 LEstimated Top | Contribution of the upper Top of Weighted VaE 99 | [Lestimated](../../../calculations/lestimated) |
## Trades
### Incremental trades
VaE does not have an Incremental Trades measure. This section covers VaE 97.5, VaE 99, and all Weighted VaE variants.
| Measure | Description | Related methodologies | Relevant context values | Required hierarchies |
| ------------------------------------ | ---------------------------------------------------------------------------------------------------------------------------------- | ------------------------------------------------ | ------------------------------------------------------------------------------------- | -------------------- |
| VaE 97.5 Incremental Trades | Incremental variation of the VaE 97.5 that computes the contribution of trades. Refer to the Incremental Measures chapter | [Incremental](../../../calculations/incremental) | | Trades |
| VaE 99 Incremental Trades | Incremental variation of the VaE 99 that computes the contribution of trades. Refer to the Incremental Measures chapter | [Incremental](../../../calculations/incremental) | | Trades |
| Weighted VaE Incremental Trades | Incremental variation of the Weighted VaE that computes the contribution of trades. Refer to the Incremental Measures chapter | [Incremental](../../../calculations/incremental) | [VaEConfidenceLevel](../../context-values), [WeightedVaRLambda](../../context-values) | Trades |
| Weighted VaE 97.5 Incremental Trades | Incremental variation of the Weighted VaE 97.5 that computes the contribution of trades. Refer to the Incremental Measures chapter | [Incremental](../../../calculations/incremental) | [WeightedVaRLambda](../../context-values) | Trades |
| Weighted VaE 99 Incremental Trades | Incremental variation of the Weighted VaE 99 that computes the contribution of trades. Refer to the Incremental Measures chapter | [Incremental](../../../calculations/incremental) | [WeightedVaRLambda](../../context-values) | Trades |
**Weighted VaE Incremental Trades**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its drill-up value along the [Trades](../../dimensions/booking) hierarchy. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a confidence level defined by the [VaEConfidenceLevel](../../context-values) context value and the [WeightedVaRLambda](../../context-values) decay factor, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
**Weighted VaE 97.5 Incremental Trades**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its drill-up value along the [Trades](../../dimensions/booking) hierarchy. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a 97.5% confidence level, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
**Weighted VaE 99 Incremental Trades**
The sum of the `PnLVector` field of the [TradePnLs](../../../datastore/vares/trade-pnl) store is used to compute the weighted vae with two more steps:
1. The [Sub PnL Vector](../../../calculations/sub-vector) transformation to produce `VaRSubVector`.
2. The [FX Effect on VaR](../../../calculations/fx-effect-on-var) calculation to convert it to the display currency as `VaRFXVector`.
The resulting `VaRFXVector` is compared to its drill-up value along the [Trades](../../dimensions/booking) hierarchy. The [Incremental Measures](../../../calculations/incremental) algorithm is used as the comparator. The compared value is displayed as a Weighted VaE measure with a 99% confidence level, using the [VaR Interpolation](../../../calculations/var-interpolation) method.
### LEstimated trades
| Measure | Description | Related methodologies |
| ----------------------------------- | ------------------------------------------------------------- | ---------------------------------------------- |
| VaE LEstimated Trades | Contribution of the upper Trades of Value at Earning | [Lestimated](../../../calculations/lestimated) |
| VaE 97.5 LEstimated Trades | Contribution of the upper Trades of VaE 97.5 | [Lestimated](../../../calculations/lestimated) |
| VaE 99 LEstimated Trades | Contribution of the upper Trades of VaE 99 | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE LEstimated Trades | Contribution of the upper Trades of Weighted Value at Earning | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE 97.5 LEstimated Trades | Contribution of the upper Trades of Weighted VaE 97.5 | [Lestimated](../../../calculations/lestimated) |
| Weighted VaE 99 LEstimated Trades | Contribution of the upper Trades of Weighted VaE 99 | [Lestimated](../../../calculations/lestimated) |