Linedata Derivation calculates the ‘Greeks’ across a wide range of asset classes. The ‘Greeks’ are scaled up to positions level risk numbers. The system allows risk numbers to be aggregated by any piece of data in the system. This includes custom fields, formulas and bucketed fields. For example, the Dollar Delta can be viewed per strategy, the DV01 can be broken out into different buckets and grouped by currency. These risk numbers can all be viewed alongside a live ticking P&L as real time data is fed into the system.