The keys in the next table presents the possible types of risk figures which could be used in the generic ELCURRENTMEASURE function.

Note: the letter case has no influence on the functions.

Key Description
NPV provides the net present value
Duration returns the duration of a bond
DV01 returns the dollar change for 1bp change in the yield curve of a bond
Convexity returns the convexity of a bond
CS01 returns the dollar change for 1bp change in the credit curve of a bond
CVA returns the market value of the counterparty credit risk
delta returns the change in the option price with respect to 1 unit of change of the underlying price
gamma returns the change of delta with respect to a change in the underlying prices
theta returns the change in the option price with respect to the time decay to the expiration date.
vega returns the change in the option price with respect to a change in the underlying volatility