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SELECT
NON EMPTY [Measures].[PnLVector.SUM] ON COLUMNS,
NON EMPTY Crossjoin(
[Dates].[Date].[AsOfDate].Members,
[Portfolio].[PortfolioParent].[PortfolioParent].Members,
[Product].[Family].[Family].Members,
[Product].[Group].[Group].Members,
[Product].[Type].[Type].Members,
[Typology].[Typology].[Typology].Members,
[Risk].[Instruments].[RiskFactor].Members,
[currencyVar].[currencyVar].[currencyVar].Members,
[Booking].[Trades].[Trade Number].Members,
[Risk].[Risk Classes].[RiskClass].Members,
[Booking].[Books].[Book].Members,
[Countries].[Countries].[Country Code].Members,
[Source].[Source].[Source System].Members,
[Metric].[Metric].[Metric].Members,
[Risk].[Scenario Sets].[Scenario Set].Members,
[Risk].[CalculationIds].[CalculationId].Members,
Hierarchize(
DrilldownLevel(
[Aire].[Product].[ALL].[AllMember]
)
),
[Aire].[SecName].[SecName].Members,
[Aire].[Leg].[Leg].Members,
[Container].[Container].[Container].Members,
[Aire].[Id_Product].[Id_Product].Members,
[Aire].[Greek].[Greek].Members,
[Aire].[Risk_Factor_Aire].[Risk_Factor_Aire].Members,
[Aire].[Underlying_Currency].[Underlying_Currency].Members,
[Aire].[Tenor].[Tenor].Members,
[Aire].[Greek_Group].[Greek_Group].Members,
[Aire].[Maturity].[Maturity].Members,
[Aire].[Underlying_Maturity].[Underlying_Maturity].Members,
[Aire].[Option_Maturity].[Option_Maturity].Members,
[Aire].[Strike].[Strike].Members,
[Aire].[Underlying].[Underlying].Members,
[Aire].[Underlying2].[Underlying2].Members,
[Aire].[Underlying_Index].[Underlying_Index].Members,
[Aire].[Curve].[Curve].Members,
[Aire].[Id_Curve].[Id_Curve].Members,
[Aire].[Currency_Pair].[Currency_Pair].Members,
[Aire].[Sector].[Sector].Members,
[Aire].[Issuer_Country].[Issuer_Country].Members,
[Aire].[Rating].[Rating].Members,
[Aire].[Product_Class].[Product_Class].Members,
[Aire].[VaRMethod].[VaRMethod].Members,
[Aire].[Issuer_Code].[Issuer_Code].Members,
[Aire].[VolType].[VolType].Members
) ON ROWS
FROM (
SELECT
{{
[Aire].[Risk_Factor_Aire].[ALL].[AllMember].[{risk_class1}],
[Aire].[Risk_Factor_Aire].[ALL].[AllMember].[{risk_class2}]
}} ON COLUMNS
FROM (
SELECT
[Aire].[VaRMethod].[ALL].[AllMember].[SHAT] ON COLUMNS
FROM (
SELECT
[Risk].[Risk Classes].[ALL].[AllMember].[IR+SP] ON COLUMNS
FROM (
SELECT
[Dates].[Date].[AsOfDate].[{data}] ON COLUMNS
FROM (
SELECT
{{
[Product].[Group].[ALL].[AllMember].[LINKER_BOND],
[Product].[Group].[ALL].[AllMember].[BOND],
[Product].[Group].[ALL].[AllMember].[RTRN],
[Product].[Group].[ALL].[AllMember].[ETF]
}} ON COLUMNS
FROM (
SELECT
{{
[Product].[Family].[ALL].[AllMember].[IRD],
[Product].[Family].[ALL].[AllMember].[HYB]
}} ON COLUMNS
FROM (
SELECT
[Risk].[Scenario Sets].[Scenario Set].[{scenario}] ON COLUMNS
FROM [VaR-ES Cube]
)
)
)
)
)
)
)
WHERE [Portfolio].[TradingDesk].[ALL].[AllMember].[{desk}]
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