Navigation : test ../../../ test user-ref.html User & Reference Guide test ../../../ test getting-started.html Getting started test ../../../ test getting-started/overview.html - Atoti Market Risk overview test ../../../ test getting-started/data-model.html - Market Risk Data Model test ../../../ test getting-started/directquery.html - DirectQuery test ../../../ test getting-started/about.html - Using this guide test ../../../ test getting-started/whats-new.html - What's New test ../../../ test dashboards.html Dashboards test ../../../ test calculations.html Calculations Guide test ../../../ test cube.html Cube Reference test ../../../ test cube/context-values.html - Context Values test ../../../ test cube/dimensions.html - Dimensions test ../../../ test cube/measures.html - Measures test ../../../ test cube/measures/native-measures.html -- Native measures test ../../../ test cube/measures/pnl.html -- PL Cube test ../../../ test cube/measures/sensi.html -- Sensitivity Cube test ../../../ test cube/contributors.count.sensi.html --- contributors.COUNT.Sensi test ../../../ test cube/sensi-trades-count.html --- Sensi Trades Count test ../../../ test cube/update.timestamp.sensi.html --- update.TIMESTAMP.Sensi test ../../../ test cube/measures/sensi/adjustments.html --- Adjustments test ../../../ test cube/all-day-count.html --- All day count test ../../../ test cube/measures/sensi/expected-shortfall.html --- Expected Shortfall test ../../../ test cube/measures/sensi/expected-tail-gain.html --- Expected Tail Gain test ../../../ test cube/measures/sensi/market-data.html --- Market Data test ../../../ test cube/measures/sensi/pnl-explain.html --- PnL Explain test ../../../ test cube/measures/sensi/sensitivities.html --- Sensitivities test ../../../ test cube/sensitivity-notional.html --- Sensitivity Notional test ../../../ test cube/sensitivity-notional-native.html --- Sensitivity Notional Native test ../../../ test cube/sensitivity-original-notional.html --- Sensitivity Original Notional test ../../../ test cube/sensitivity-original-notional-native.html --- Sensitivity Original Notional Native test ../../../ test cube/measures/sensi/shift.html --- Shift test ../../../ test cube/correlation-shift-vector.html ---- Correlation Shift Vector test ../../../ test cube/correlation-shift-vector-average.html ---- Correlation Shift Vector Average test ../../../ test cube/correlation-shift-vector-interpolated.html ---- Correlation Shift Vector Interpolated test ../../../ test cube/correlation-shift-vector-interpolated-average.html ---- Correlation Shift Vector Interpolated Average test ../../../ test cube/correlation-shift-vector-interpolated-maximum.html ---- Correlation Shift Vector Interpolated Maximum test ../../../ test cube/correlation-shift-vector-interpolated-minimum.html ---- Correlation Shift Vector Interpolated Minimum test ../../../ test cube/correlation-shift-vector-interpolated-normalized.html ---- Correlation Shift Vector Interpolated Normalized test ../../../ test cube/correlation-shift-vector-interpolated-normalized-average.html ---- Correlation Shift Vector Interpolated Normalized Average test ../../../ test cube/correlation-shift-vector-interpolated-normalized-maximum.html ---- Correlation Shift Vector Interpolated Normalized Maximum test ../../../ test cube/correlation-shift-vector-interpolated-normalized-minimum.html ---- Correlation Shift Vector Interpolated Normalized Minimum test ../../../ test cube/correlation-shift-vector-interpolated-normalized-percentile.html ---- Correlation Shift Vector Interpolated Normalized Percentile test ../../../ test cube/correlation-shift-vector-interpolated-normalized-stddev.html ---- Correlation Shift Vector Interpolated Normalized StdDev test ../../../ test cube/correlation-shift-vector-interpolated-percentile.html ---- Correlation Shift Vector Interpolated Percentile test ../../../ test cube/correlation-shift-vector-interpolated-stddev.html ---- Correlation Shift Vector Interpolated StdDev test ../../../ test cube/correlation-shift-vector-maximum.html ---- Correlation Shift Vector Maximum test ../../../ test cube/correlation-shift-vector-minimum.html ---- Correlation Shift Vector Minimum test ../../../ test cube/correlation-shift-vector-normalized.html ---- Correlation Shift Vector Normalized test ../../../ test cube/correlation-shift-vector-normalized-average.html ---- Correlation Shift Vector Normalized Average test ../../../ test cube/correlation-shift-vector-normalized-maximum.html ---- Correlation Shift Vector Normalized Maximum test ../../../ test cube/correlation-shift-vector-normalized-minimum.html ---- Correlation Shift Vector Normalized Minimum test ../../../ test cube/correlation-shift-vector-normalized-percentile.html ---- Correlation Shift Vector Normalized Percentile test ../../../ test cube/correlation-shift-vector-normalized-stddev.html ---- Correlation Shift Vector Normalized StdDev test ../../../ test cube/correlation-shift-vector-percentile.html ---- Correlation Shift Vector Percentile test ../../../ test cube/correlation-shift-vector-stddev.html ---- Correlation Shift Vector StdDev test ../../../ test cube/crossgamma-shift-vector.html ---- CrossGamma Shift Vector test ../../../ test cube/crossgamma-shift-vector-average.html ---- CrossGamma Shift Vector Average test ../../../ test cube/crossgamma-shift-vector-interpolated.html ---- CrossGamma Shift Vector Interpolated test ../../../ test cube/crossgamma-shift-vector-interpolated-average.html ---- CrossGamma Shift Vector Interpolated Average test ../../../ test cube/crossgamma-shift-vector-interpolated-maximum.html ---- CrossGamma Shift Vector Interpolated Maximum test ../../../ test cube/crossgamma-shift-vector-interpolated-minimum.html ---- CrossGamma Shift Vector Interpolated Minimum test ../../../ test cube/crossgamma-shift-vector-interpolated-normalized.html ---- CrossGamma Shift Vector Interpolated Normalized test ../../../ test cube/crossgamma-shift-vector-interpolated-normalized-average.html ---- CrossGamma Shift Vector Interpolated Normalized Average test ../../../ test cube/crossgamma-shift-vector-interpolated-normalized-maximum.html ---- CrossGamma Shift Vector Interpolated Normalized Maximum test ../../../ test cube/crossgamma-shift-vector-interpolated-normalized-minimum.html ---- CrossGamma Shift Vector Interpolated Normalized Minimum test ../../../ test cube/crossgamma-shift-vector-interpolated-normalized-percentile.html ---- CrossGamma Shift Vector Interpolated Normalized Percentile test ../../../ test cube/crossgamma-shift-vector-interpolated-normalized-stddev.html ---- CrossGamma Shift Vector Interpolated Normalized StdDev test ../../../ test cube/crossgamma-shift-vector-interpolated-percentile.html ---- CrossGamma Shift Vector Interpolated Percentile test ../../../ test cube/crossgamma-shift-vector-interpolated-stddev.html ---- CrossGamma Shift Vector Interpolated StdDev test ../../../ test cube/crossgamma-shift-vector-maximum.html ---- CrossGamma Shift Vector Maximum test ../../../ test cube/crossgamma-shift-vector-minimum.html ---- CrossGamma Shift Vector Minimum test ../../../ test cube/crossgamma-shift-vector-normalized.html ---- CrossGamma Shift Vector Normalized test ../../../ test cube/crossgamma-shift-vector-normalized-average.html ---- CrossGamma Shift Vector Normalized Average test ../../../ test cube/crossgamma-shift-vector-normalized-maximum.html ---- CrossGamma Shift Vector Normalized Maximum test ../../../ test cube/crossgamma-shift-vector-normalized-minimum.html ---- CrossGamma Shift Vector Normalized Minimum test ../../../ test cube/crossgamma-shift-vector-normalized-percentile.html ---- CrossGamma Shift Vector Normalized Percentile test ../../../ test cube/crossgamma-shift-vector-normalized-stddev.html ---- CrossGamma Shift Vector Normalized StdDev test ../../../ test cube/crossgamma-shift-vector-percentile.html ---- CrossGamma Shift Vector Percentile test ../../../ test cube/crossgamma-shift-vector-stddev.html ---- CrossGamma Shift Vector StdDev test ../../../ test cube/delta-shift-vector.html ---- Delta Shift Vector test ../../../ test cube/delta-shift-vector-average.html ---- Delta Shift Vector Average test ../../../ test cube/delta-shift-vector-interpolated.html ---- Delta Shift Vector Interpolated test ../../../ test cube/delta-shift-vector-interpolated-average.html ---- Delta Shift Vector Interpolated Average test ../../../ test cube/delta-shift-vector-interpolated-maximum.html ---- Delta Shift Vector Interpolated Maximum test ../../../ test cube/delta-shift-vector-interpolated-minimum.html ---- Delta Shift Vector Interpolated Minimum test ../../../ test cube/delta-shift-vector-interpolated-normalized.html ---- Delta Shift Vector Interpolated Normalized test ../../../ test cube/delta-shift-vector-interpolated-normalized-average.html ---- Delta Shift Vector Interpolated Normalized Average test ../../../ test cube/delta-shift-vector-interpolated-normalized-maximum.html ---- Delta Shift Vector Interpolated Normalized Maximum test ../../../ test cube/delta-shift-vector-interpolated-normalized-minimum.html ---- Delta Shift Vector Interpolated Normalized Minimum test ../../../ test cube/delta-shift-vector-interpolated-normalized-percentile.html ---- Delta Shift Vector Interpolated Normalized Percentile test ../../../ test cube/delta-shift-vector-interpolated-normalized-stddev.html ---- Delta Shift Vector Interpolated Normalized StdDev test ../../../ test cube/delta-shift-vector-interpolated-percentile.html ---- Delta Shift Vector Interpolated Percentile test ../../../ test cube/delta-shift-vector-interpolated-stddev.html ---- Delta Shift Vector Interpolated StdDev test ../../../ test cube/delta-shift-vector-maximum.html ---- Delta Shift Vector Maximum test ../../../ test cube/delta-shift-vector-minimum.html ---- Delta Shift Vector Minimum test ../../../ test cube/delta-shift-vector-normalized.html ---- Delta Shift Vector Normalized test ../../../ test cube/delta-shift-vector-normalized-average.html ---- Delta Shift Vector Normalized Average test ../../../ test cube/delta-shift-vector-normalized-maximum.html ---- Delta Shift Vector Normalized Maximum test ../../../ test cube/delta-shift-vector-normalized-minimum.html ---- Delta Shift Vector Normalized Minimum test ../../../ test cube/delta-shift-vector-normalized-percentile.html ---- Delta Shift Vector Normalized Percentile test ../../../ test cube/delta-shift-vector-normalized-stddev.html ---- Delta Shift Vector Normalized StdDev test ../../../ test cube/delta-shift-vector-percentile.html ---- Delta Shift Vector Percentile test ../../../ test cube/delta-shift-vector-stddev.html ---- Delta Shift Vector StdDev test ../../../ test cube/gamma-shift-vector.html ---- Gamma Shift Vector test ../../../ test cube/gamma-shift-vector-average.html ---- Gamma Shift Vector Average test ../../../ test cube/gamma-shift-vector-interpolated.html ---- Gamma Shift Vector Interpolated test ../../../ test cube/gamma-shift-vector-interpolated-average.html ---- Gamma Shift Vector Interpolated Average test ../../../ test cube/gamma-shift-vector-interpolated-maximum.html ---- Gamma Shift Vector Interpolated Maximum test ../../../ test cube/gamma-shift-vector-interpolated-minimum.html ---- Gamma Shift Vector Interpolated Minimum test ../../../ test cube/gamma-shift-vector-interpolated-normalized.html ---- Gamma Shift Vector Interpolated Normalized test ../../../ test cube/gamma-shift-vector-interpolated-normalized-average.html ---- Gamma Shift Vector Interpolated Normalized Average test ../../../ test cube/gamma-shift-vector-interpolated-normalized-maximum.html ---- Gamma Shift Vector Interpolated Normalized Maximum test ../../../ test cube/gamma-shift-vector-interpolated-normalized-minimum.html ---- Gamma Shift Vector Interpolated Normalized Minimum test ../../../ test cube/gamma-shift-vector-interpolated-normalized-percentile.html ---- Gamma Shift Vector Interpolated Normalized Percentile test ../../../ test cube/gamma-shift-vector-interpolated-normalized-stddev.html ---- Gamma Shift Vector Interpolated Normalized StdDev test ../../../ test cube/gamma-shift-vector-interpolated-percentile.html ---- Gamma Shift Vector Interpolated Percentile test ../../../ test cube/gamma-shift-vector-interpolated-stddev.html ---- Gamma Shift Vector Interpolated StdDev test ../../../ test cube/gamma-shift-vector-maximum.html ---- Gamma Shift Vector Maximum test ../../../ test cube/gamma-shift-vector-minimum.html ---- Gamma Shift Vector Minimum test ../../../ test cube/gamma-shift-vector-normalized.html ---- Gamma Shift Vector Normalized test ../../../ test cube/gamma-shift-vector-normalized-average.html ---- Gamma Shift Vector Normalized Average test ../../../ test cube/gamma-shift-vector-normalized-maximum.html ---- Gamma Shift Vector Normalized Maximum test ../../../ test cube/gamma-shift-vector-normalized-minimum.html ---- Gamma Shift Vector Normalized Minimum test ../../../ test cube/gamma-shift-vector-normalized-percentile.html ---- Gamma Shift Vector Normalized Percentile test ../../../ test cube/gamma-shift-vector-normalized-stddev.html ---- Gamma Shift Vector Normalized StdDev test ../../../ test cube/gamma-shift-vector-percentile.html ---- Gamma Shift Vector Percentile test ../../../ test cube/gamma-shift-vector-stddev.html ---- Gamma Shift Vector StdDev test ../../../ test cube/vanna-shift-vector.html ---- Vanna Shift Vector test ../../../ test cube/vanna-shift-vector-average.html ---- Vanna Shift Vector Average test ../../../ test cube/vanna-shift-vector-interpolated.html ---- Vanna Shift Vector Interpolated test ../../../ test cube/vanna-shift-vector-interpolated-average.html ---- Vanna Shift Vector Interpolated Average test ../../../ test cube/vanna-shift-vector-interpolated-maximum.html ---- Vanna Shift Vector Interpolated Maximum test ../../../ test cube/vanna-shift-vector-interpolated-minimum.html ---- Vanna Shift Vector Interpolated Minimum test ../../../ test cube/vanna-shift-vector-interpolated-normalized.html ---- Vanna Shift Vector Interpolated Normalized test ../../../ test cube/vanna-shift-vector-interpolated-normalized-average.html ---- Vanna Shift Vector Interpolated Normalized Average test ../../../ test cube/vanna-shift-vector-interpolated-normalized-maximum.html ---- Vanna Shift Vector Interpolated Normalized Maximum test ../../../ test cube/vanna-shift-vector-interpolated-normalized-minimum.html ---- Vanna Shift Vector Interpolated Normalized Minimum test ../../../ test cube/vanna-shift-vector-interpolated-normalized-percentile.html ---- Vanna Shift Vector Interpolated Normalized Percentile test ../../../ test cube/vanna-shift-vector-interpolated-normalized-stddev.html ---- Vanna Shift Vector Interpolated Normalized StdDev test ../../../ test cube/vanna-shift-vector-interpolated-percentile.html ---- Vanna Shift Vector Interpolated Percentile test ../../../ test cube/vanna-shift-vector-interpolated-stddev.html ---- Vanna Shift Vector Interpolated StdDev test ../../../ test cube/vanna-shift-vector-maximum.html ---- Vanna Shift Vector Maximum test ../../../ test cube/vanna-shift-vector-minimum.html ---- Vanna Shift Vector Minimum test ../../../ test cube/vanna-shift-vector-normalized.html ---- Vanna Shift Vector Normalized test ../../../ test cube/vanna-shift-vector-normalized-average.html ---- Vanna Shift Vector Normalized Average test ../../../ test cube/vanna-shift-vector-normalized-maximum.html ---- Vanna Shift Vector Normalized Maximum test ../../../ test cube/vanna-shift-vector-normalized-minimum.html ---- Vanna Shift Vector Normalized Minimum test ../../../ test cube/vanna-shift-vector-normalized-percentile.html ---- Vanna Shift Vector Normalized Percentile test ../../../ test cube/vanna-shift-vector-normalized-stddev.html ---- Vanna Shift Vector Normalized StdDev test ../../../ test cube/vanna-shift-vector-percentile.html ---- Vanna Shift Vector Percentile test ../../../ test cube/vanna-shift-vector-stddev.html ---- Vanna Shift Vector StdDev test ../../../ test cube/vega-shift-vector.html ---- Vega Shift Vector test ../../../ test cube/vega-shift-vector-average.html ---- Vega Shift Vector Average test ../../../ test cube/vega-shift-vector-interpolated.html ---- Vega Shift Vector Interpolated test ../../../ test cube/vega-shift-vector-interpolated-average.html ---- Vega Shift Vector Interpolated Average test ../../../ test cube/vega-shift-vector-interpolated-maximum.html ---- Vega Shift Vector Interpolated Maximum test ../../../ test cube/vega-shift-vector-interpolated-minimum.html ---- Vega Shift Vector Interpolated Minimum test ../../../ test cube/vega-shift-vector-interpolated-normalized.html ---- Vega Shift Vector Interpolated Normalized test ../../../ test cube/vega-shift-vector-interpolated-normalized-average.html ---- Vega Shift Vector Interpolated Normalized Average test ../../../ test cube/vega-shift-vector-interpolated-normalized-maximum.html ---- Vega Shift Vector Interpolated Normalized Maximum test ../../../ test cube/vega-shift-vector-interpolated-normalized-minimum.html ---- Vega Shift Vector Interpolated Normalized Minimum test ../../../ test cube/vega-shift-vector-interpolated-normalized-percentile.html ---- Vega Shift Vector Interpolated Normalized Percentile test ../../../ test cube/vega-shift-vector-interpolated-normalized-stddev.html ---- Vega Shift Vector Interpolated Normalized StdDev test ../../../ test cube/vega-shift-vector-interpolated-percentile.html ---- Vega Shift Vector Interpolated Percentile test ../../../ test cube/vega-shift-vector-interpolated-stddev.html ---- Vega Shift Vector Interpolated StdDev test ../../../ test cube/vega-shift-vector-maximum.html ---- Vega Shift Vector Maximum test ../../../ test cube/vega-shift-vector-minimum.html ---- Vega Shift Vector Minimum test ../../../ test cube/vega-shift-vector-normalized.html ---- Vega Shift Vector Normalized test ../../../ test cube/vega-shift-vector-normalized-average.html ---- Vega Shift Vector Normalized Average test ../../../ test cube/vega-shift-vector-normalized-maximum.html ---- Vega Shift Vector Normalized Maximum test ../../../ test cube/vega-shift-vector-normalized-minimum.html ---- Vega Shift Vector Normalized Minimum test ../../../ test cube/vega-shift-vector-normalized-percentile.html ---- Vega Shift Vector Normalized Percentile test ../../../ test cube/vega-shift-vector-normalized-stddev.html ---- Vega Shift Vector Normalized StdDev test ../../../ test cube/vega-shift-vector-percentile.html ---- Vega Shift Vector Percentile test ../../../ test cube/vega-shift-vector-stddev.html ---- Vega Shift Vector StdDev test ../../../ test cube/volga-shift-vector.html ---- Volga Shift Vector test ../../../ test cube/volga-shift-vector-average.html ---- Volga Shift Vector Average test ../../../ test cube/volga-shift-vector-interpolated.html ---- Volga Shift Vector Interpolated test ../../../ test cube/volga-shift-vector-interpolated-average.html ---- Volga Shift Vector Interpolated Average test ../../../ test cube/volga-shift-vector-interpolated-maximum.html ---- Volga Shift Vector Interpolated Maximum test ../../../ test cube/volga-shift-vector-interpolated-minimum.html ---- Volga Shift Vector Interpolated Minimum test ../../../ test cube/volga-shift-vector-interpolated-normalized.html ---- Volga Shift Vector Interpolated Normalized test ../../../ test cube/volga-shift-vector-interpolated-normalized-average.html ---- Volga Shift Vector Interpolated Normalized Average test ../../../ test cube/volga-shift-vector-interpolated-normalized-maximum.html ---- Volga Shift Vector Interpolated Normalized Maximum test ../../../ test cube/volga-shift-vector-interpolated-normalized-minimum.html ---- Volga Shift Vector Interpolated Normalized Minimum test ../../../ test cube/volga-shift-vector-interpolated-normalized-percentile.html ---- Volga Shift Vector Interpolated Normalized Percentile test ../../../ test cube/volga-shift-vector-interpolated-normalized-stddev.html ---- Volga Shift Vector Interpolated Normalized StdDev test ../../../ test cube/volga-shift-vector-interpolated-percentile.html ---- Volga Shift Vector Interpolated Percentile test ../../../ test cube/volga-shift-vector-interpolated-stddev.html ---- Volga Shift Vector Interpolated StdDev test ../../../ test cube/volga-shift-vector-maximum.html ---- Volga Shift Vector Maximum test ../../../ test cube/volga-shift-vector-minimum.html ---- Volga Shift Vector Minimum test ../../../ test cube/volga-shift-vector-normalized.html ---- Volga Shift Vector Normalized test ../../../ test cube/volga-shift-vector-normalized-average.html ---- Volga Shift Vector Normalized Average test ../../../ test cube/volga-shift-vector-normalized-maximum.html ---- Volga Shift Vector Normalized Maximum test ../../../ test cube/volga-shift-vector-normalized-minimum.html ---- Volga Shift Vector Normalized Minimum test ../../../ test cube/volga-shift-vector-normalized-percentile.html ---- Volga Shift Vector Normalized Percentile test ../../../ test cube/volga-shift-vector-normalized-stddev.html ---- Volga Shift Vector Normalized StdDev test ../../../ test cube/volga-shift-vector-percentile.html ---- Volga Shift Vector Percentile test ../../../ test cube/volga-shift-vector-stddev.html ---- Volga Shift Vector StdDev test ../../../ test cube/measures/sensi/tail.html --- Tail test ../../../ test cube/measures/sensi/utility.html --- Utility test ../../../ test cube/measures/sensi/value-at-earnings.html --- Value at Earnings test ../../../ test cube/measures/sensi/value-at-risk.html --- Value at Risk test ../../../ test cube/measures/unexplained-pnl.html -- Unexplained PnL test ../../../ test cube/measures/var.html -- VaR-ES Cube test ../../../ test datastore.html Datastores test ../../../ test input-files.html Input file formats test ../../../ test properties.html Properties test ../../../ test what-if.html What-If Analysis test ../../../ test database.html Database test ../../../ test sign-off.html Sign-Off Approvals test ../../../ test limits.html Limit monitoring test ../../../ test dev.html Developer Guide test ../../../ test dev/dev-release.html - Releases and upgrades test ../../../ test dev/dev-getting-started.html - Getting Started test ../../../ test dev/dev-ui-config.html - Configuring the UI test ../../../ test dev/dev-mr-application.html - The Market Risk Application test ../../../ test dev/dev-libraries.html - Market Risk Libraries test ../../../ test dev/dev-extensions.html - Extending Atoti Market Risk test ../../../ test dev/dev-tools.html - Configuring tools and methodologies test ../../../ test dev/dev-sign-off.html - Sign-Off test ../../../ test dev/dev-whatif.html - What-If test ../../../ test dev/dev-direct-query.html - DirectQuery test ../../../ test pdf-guides.html PDF Guides Shift Correlation Shift Vector Correlation Shift Vector Average Correlation Shift Vector Interpolated Correlation Shift Vector Interpolated Average Correlation Shift Vector Interpolated Maximum Correlation Shift Vector Interpolated Minimum Correlation Shift Vector Interpolated Normalized Correlation Shift Vector Interpolated Normalized Average Correlation Shift Vector Interpolated Normalized Maximum Correlation Shift Vector Interpolated Normalized Minimum Correlation Shift Vector Interpolated Normalized Percentile Correlation Shift Vector Interpolated Normalized StdDev Correlation Shift Vector Interpolated Percentile Correlation Shift Vector Interpolated StdDev Correlation Shift Vector Maximum Correlation Shift Vector Minimum Correlation Shift Vector Normalized Correlation Shift Vector Normalized Average Correlation Shift Vector Normalized Maximum Correlation Shift Vector Normalized Minimum Correlation Shift Vector Normalized Percentile Correlation Shift Vector Normalized StdDev Correlation Shift Vector Percentile Correlation Shift Vector StdDev CrossGamma Shift Vector CrossGamma Shift Vector Average CrossGamma Shift Vector Interpolated CrossGamma Shift Vector Interpolated Average CrossGamma Shift Vector Interpolated Maximum CrossGamma Shift Vector Interpolated Minimum Page 1 of 6 Next Pages → Sensitivity Original Notional Native Correlation Shift Vector