Migration notes 4.1.0

This page explains the changes required to migrate to the stated version of Atoti Market Risk.

Migrate to 4.1.0

Upgrading from version 4.0.0 - see Market Risk Accelerator 4.1.0 Release Notes.

Headline announcement

  • Implementation of additional Taylor measures : Many of the VaR and similar measures that are available in the VaR-ES cube are now available in the Sensitivities Cube. These measures are derived from PnL vectors created with a Taylor expansion of sensitivities and market data. They supplement the existing Taylor VaR measure already available in the Sensitivity module. A full list of the new measures can be found below.
  • Removal of IGreekDescription interface : Removed IGreekDescription interface and replaced it with source- and hierarchy-specific configuration.

IGreekDescription removal

The IGreekDescription interface has been replaced by the ISensiSourceParameters interface. The configuration class using the interface has been split into a set of parameter @Component classes for the source configuration and a configuration class for the hierarchy configuration. All beans can be replaced by using @Qualifier beans.

For implementation details, please refer to the following sections:

Input file formats

No changes.

Configuration files

No changes.

Datastores

No changes.

Cube schema

No changes.

Measures

Added

Cube Measure Details
Sensitivity Cash Taylor ES 97.5 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ES 97.5 DtD DtD difference for Expected Shortfall with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ES 97.5 Previous The Expected Shortfall of the previous day with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ES 97.5 Expected Shortfall with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ES 99 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ES 99 DtD DtD difference for Expected Shortfall with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ES 99 Previous The Expected Shortfall of the previous day with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ES 99 Expected Shortfall with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ES 97.5 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ES 99 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ES LEstimated Booking Contribution of the upper Booking of Expected Shortfall with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ES 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ES 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ES LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ES 97.5 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ES 99 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ES LEstimated Top Contribution of the upper Top of Expected Shortfall with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ES 97.5 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ES 99 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ES LEstimated Trades Contribution of the upper Trades of Expected Shortfall with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ES DtD % Difference DtD difference in % for Expected Shortfall with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ES DtD DtD difference for Expected Shortfall with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ES Previous The Expected Shortfall of the previous day with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ES Expected Shortfall with contextual confidence level for the Cash sensitivity
Sensitivity Correlation Taylor ES 97.5 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 97.5 DtD DtD difference for Expected Shortfall with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 97.5 Previous The Expected Shortfall of the previous day with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 97.5 Expected Shortfall with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 99 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 99 DtD DtD difference for Expected Shortfall with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 99 Previous The Expected Shortfall of the previous day with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 99 Expected Shortfall with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 97.5 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 99 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ES LEstimated Booking Contribution of the upper Booking of Expected Shortfall with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ES 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ES LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ES 97.5 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 99 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ES LEstimated Top Contribution of the upper Top of Expected Shortfall with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ES 97.5 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ES 99 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ES LEstimated Trades Contribution of the upper Trades of Expected Shortfall with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ES DtD % Difference DtD difference in % for Expected Shortfall with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ES DtD DtD difference for Expected Shortfall with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ES Previous The Expected Shortfall of the previous day with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ES Expected Shortfall with contextual confidence level for the Correlation sensitivity
Sensitivity Crossgamma Taylor ES 97.5 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 97.5 DtD DtD difference for Expected Shortfall with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 97.5 Previous The Expected Shortfall of the previous day with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 97.5 Expected Shortfall with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 99 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 99 DtD DtD difference for Expected Shortfall with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 99 Previous The Expected Shortfall of the previous day with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 99 Expected Shortfall with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 97.5 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 99 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES LEstimated Booking Contribution of the upper Booking of Expected Shortfall with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 97.5 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 99 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES LEstimated Top Contribution of the upper Top of Expected Shortfall with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 97.5 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES 99 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES LEstimated Trades Contribution of the upper Trades of Expected Shortfall with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES DtD % Difference DtD difference in % for Expected Shortfall with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES DtD DtD difference for Expected Shortfall with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES Previous The Expected Shortfall of the previous day with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ES Expected Shortfall with contextual confidence level for the CrossGamma sensitivity
Sensitivity Delta Taylor ES 97.5 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ES 97.5 DtD DtD difference for Expected Shortfall with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ES 97.5 Previous The Expected Shortfall of the previous day with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ES 97.5 Expected Shortfall with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ES 99 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ES 99 DtD DtD difference for Expected Shortfall with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ES 99 Previous The Expected Shortfall of the previous day with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ES 99 Expected Shortfall with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ES 97.5 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ES 99 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ES LEstimated Booking Contribution of the upper Booking of Expected Shortfall with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ES 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ES 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ES LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ES 97.5 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ES 99 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ES LEstimated Top Contribution of the upper Top of Expected Shortfall with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ES 97.5 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ES 99 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ES LEstimated Trades Contribution of the upper Trades of Expected Shortfall with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ES DtD % Difference DtD difference in % for Expected Shortfall with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ES DtD DtD difference for Expected Shortfall with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ES Previous The Expected Shortfall of the previous day with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ES Expected Shortfall with contextual confidence level for the Delta sensitivity
Sensitivity Taylor ES 97.5 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 97.5%
Sensitivity Taylor ES 97.5 DtD DtD difference for Expected Shortfall with fixed confidence level of 97.5%
Sensitivity Taylor ES 97.5 Previous The Expected Shortfall of the previous day with fixed confidence level of 97.5%
Sensitivity Taylor ES 97.5 Expected Shortfall with fixed confidence level of 97.5%
Sensitivity Taylor ES 99 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 99%
Sensitivity Taylor ES 99 DtD DtD difference for Expected Shortfall with fixed confidence level of 99%
Sensitivity Taylor ES 99 Previous The Expected Shortfall of the previous day with fixed confidence level of 99%
Sensitivity Taylor ES 99 Expected Shortfall with fixed confidence level of 99%
Sensitivity Taylor ES 97.5 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 97.5%
Sensitivity Taylor ES 99 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 99%
Sensitivity Taylor ES LEstimated Booking Contribution of the upper Booking of Expected Shortfall with contextual confidence level
Sensitivity Taylor ES 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 97.5%
Sensitivity Taylor ES 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 99%
Sensitivity Taylor ES LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with contextual confidence level
Sensitivity Taylor ES 97.5 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 97.5%
Sensitivity Taylor ES 99 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 99%
Sensitivity Taylor ES LEstimated Top Contribution of the upper Top of Expected Shortfall with contextual confidence level
Sensitivity Taylor ES 97.5 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 97.5%
Sensitivity Taylor ES 99 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 99%
Sensitivity Taylor ES LEstimated Trades Contribution of the upper Trades of Expected Shortfall with contextual confidence level
Sensitivity Taylor ES DtD % Difference DtD difference in % for Expected Shortfall with contextual confidence level
Sensitivity Taylor ES DtD DtD difference for Expected Shortfall with contextual confidence level
Sensitivity Taylor ES Previous The Expected Shortfall of the previous day with contextual confidence level
Sensitivity Taylor ES Expected Shortfall with contextual confidence level
Sensitivity Gamma Taylor ES 97.5 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 97.5 DtD DtD difference for Expected Shortfall with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 97.5 Previous The Expected Shortfall of the previous day with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 97.5 Expected Shortfall with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 99 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 99 DtD DtD difference for Expected Shortfall with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 99 Previous The Expected Shortfall of the previous day with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 99 Expected Shortfall with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 97.5 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 99 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ES LEstimated Booking Contribution of the upper Booking of Expected Shortfall with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ES 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ES LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ES 97.5 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 99 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ES LEstimated Top Contribution of the upper Top of Expected Shortfall with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ES 97.5 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ES 99 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ES LEstimated Trades Contribution of the upper Trades of Expected Shortfall with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ES DtD % Difference DtD difference in % for Expected Shortfall with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ES DtD DtD difference for Expected Shortfall with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ES Previous The Expected Shortfall of the previous day with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ES Expected Shortfall with contextual confidence level for the Gamma sensitivity
Sensitivity Vanna Taylor ES 97.5 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 97.5 DtD DtD difference for Expected Shortfall with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 97.5 Previous The Expected Shortfall of the previous day with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 97.5 Expected Shortfall with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 99 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 99 DtD DtD difference for Expected Shortfall with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 99 Previous The Expected Shortfall of the previous day with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 99 Expected Shortfall with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 97.5 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 99 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ES LEstimated Booking Contribution of the upper Booking of Expected Shortfall with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ES 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ES LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ES 97.5 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 99 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ES LEstimated Top Contribution of the upper Top of Expected Shortfall with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ES 97.5 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ES 99 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ES LEstimated Trades Contribution of the upper Trades of Expected Shortfall with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ES DtD % Difference DtD difference in % for Expected Shortfall with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ES DtD DtD difference for Expected Shortfall with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ES Previous The Expected Shortfall of the previous day with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ES Expected Shortfall with contextual confidence level for the Vanna sensitivity
Sensitivity Vega Taylor ES 97.5 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ES 97.5 DtD DtD difference for Expected Shortfall with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ES 97.5 Previous The Expected Shortfall of the previous day with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ES 97.5 Expected Shortfall with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ES 99 DtD % Difference DtD difference in % for Expected Shortfall with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ES 99 DtD DtD difference for Expected Shortfall with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ES 99 Previous The Expected Shortfall of the previous day with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ES 99 Expected Shortfall with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ES 97.5 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ES 99 LEstimated Booking Contribution of the upper Booking of Expected Shortfall with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ES LEstimated Booking Contribution of the upper Booking of Expected Shortfall with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ES 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ES 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ES LEstimated Reference Level Contribution of the upper Reference Level of Expected Shortfall with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ES 97.5 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ES 99 LEstimated Top Contribution of the upper Top of Expected Shortfall with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ES LEstimated Top Contribution of the upper Top of Expected Shortfall with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ES 97.5 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ES 99 LEstimated Trades Contribution of the upper Trades of Expected Shortfall with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ES LEstimated Trades Contribution of the upper Trades of Expected Shortfall with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ES DtD % Difference DtD difference in % for Expected Shortfall with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ES DtD DtD difference for Expected Shortfall with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ES Previous The Expected Shortfall of the previous day with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ES Expected Shortfall with contextual confidence level for the Vega sensitivity
Sensitivity Cash Taylor ETG 97.5 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ETG 97.5 DtD DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ETG 97.5 Previous The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ETG 97.5 Expected Tail Gain with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ETG 99 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ETG 99 DtD DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ETG 99 Previous The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ETG 99 Expected Tail Gain with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ETG 97.5 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ETG 99 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ETG LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ETG 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ETG 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ETG LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ETG 97.5 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ETG 99 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ETG LEstimated Top Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ETG 97.5 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor ETG 99 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor ETG LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ETG DtD % Difference DtD difference in % for Expected Tail Gain with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ETG DtD DtD difference for Expected Tail Gain with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ETG Previous The Expected Tail Gain of the previous day with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor ETG Expected Tail Gain with contextual confidence level for the Cash sensitivity
Sensitivity Correlation Taylor ETG 97.5 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 97.5 DtD DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 97.5 Previous The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 97.5 Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 99 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 99 DtD DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 99 Previous The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 99 Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 97.5 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 99 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 97.5 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 99 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG LEstimated Top Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 97.5 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG 99 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor ETG LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ETG DtD % Difference DtD difference in % for Expected Tail Gain with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ETG DtD DtD difference for Expected Tail Gain with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ETG Previous The Expected Tail Gain of the previous day with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor ETG Expected Tail Gain with contextual confidence level for the Correlation sensitivity
Sensitivity Crossgamma Taylor ETG 97.5 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 97.5 DtD DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 97.5 Previous The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 97.5 Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 99 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 99 DtD DtD difference for Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 99 Previous The Expected Tail Gain of the previous day with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 99 Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 97.5 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 99 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 97.5 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 99 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG LEstimated Top Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 97.5 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG 99 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG DtD % Difference DtD difference in % for Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG DtD DtD difference for Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG Previous The Expected Tail Gain of the previous day with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor ETG Expected Tail Gain with contextual confidence level for the CrossGamma sensitivity
Sensitivity Delta Taylor ETG 97.5 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ETG 97.5 DtD DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ETG 97.5 Previous The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ETG 97.5 Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ETG 99 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ETG 99 DtD DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ETG 99 Previous The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ETG 99 Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ETG 97.5 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ETG 99 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ETG LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ETG 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ETG 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ETG LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ETG 97.5 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ETG 99 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ETG LEstimated Top Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ETG 97.5 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor ETG 99 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor ETG LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ETG DtD % Difference DtD difference in % for Expected Tail Gain with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ETG DtD DtD difference for Expected Tail Gain with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ETG Previous The Expected Tail Gain of the previous day with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor ETG Expected Tail Gain with contextual confidence level for the Delta sensitivity
Sensitivity Taylor ETG 97.5 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5%
Sensitivity Taylor ETG 97.5 DtD DtD difference for Expected Tail Gain with fixed confidence level of 97.5%
Sensitivity Taylor ETG 97.5 Previous The Expected Tail Gain of the previous day with fixed confidence level of 97.5%
Sensitivity Taylor ETG 97.5 Expected Tail Gain with fixed confidence level of 97.5%
Sensitivity Taylor ETG 99 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 99%
Sensitivity Taylor ETG 99 DtD DtD difference for Expected Tail Gain with fixed confidence level of 99%
Sensitivity Taylor ETG 99 Previous The Expected Tail Gain of the previous day with fixed confidence level of 99%
Sensitivity Taylor ETG 99 Expected Tail Gain with fixed confidence level of 99%
Sensitivity Taylor ETG 97.5 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5%
Sensitivity Taylor ETG 99 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99%
Sensitivity Taylor ETG LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with contextual confidence level
Sensitivity Taylor ETG 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5%
Sensitivity Taylor ETG 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99%
Sensitivity Taylor ETG LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level
Sensitivity Taylor ETG 97.5 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5%
Sensitivity Taylor ETG 99 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99%
Sensitivity Taylor ETG LEstimated Top Contribution of the upper Top of Expected Tail Gain with contextual confidence level
Sensitivity Taylor ETG 97.5 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5%
Sensitivity Taylor ETG 99 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99%
Sensitivity Taylor ETG LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with contextual confidence level
Sensitivity Taylor ETG DtD % Difference DtD difference in % for Expected Tail Gain with contextual confidence level
Sensitivity Taylor ETG DtD DtD difference for Expected Tail Gain with contextual confidence level
Sensitivity Taylor ETG Previous The Expected Tail Gain of the previous day with contextual confidence level
Sensitivity Taylor ETG Expected Tail Gain with contextual confidence level
Sensitivity Gamma Taylor ETG 97.5 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 97.5 DtD DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 97.5 Previous The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 97.5 Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 99 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 99 DtD DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 99 Previous The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 99 Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 97.5 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 99 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 97.5 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 99 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG LEstimated Top Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 97.5 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG 99 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor ETG LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ETG DtD % Difference DtD difference in % for Expected Tail Gain with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ETG DtD DtD difference for Expected Tail Gain with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ETG Previous The Expected Tail Gain of the previous day with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor ETG Expected Tail Gain with contextual confidence level for the Gamma sensitivity
Sensitivity Vanna Taylor ETG 97.5 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 97.5 DtD DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 97.5 Previous The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 97.5 Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 99 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 99 DtD DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 99 Previous The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 99 Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 97.5 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 99 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 97.5 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 99 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG LEstimated Top Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 97.5 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG 99 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor ETG LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ETG DtD % Difference DtD difference in % for Expected Tail Gain with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ETG DtD DtD difference for Expected Tail Gain with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ETG Previous The Expected Tail Gain of the previous day with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor ETG Expected Tail Gain with contextual confidence level for the Vanna sensitivity
Sensitivity Vega Taylor ETG 97.5 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ETG 97.5 DtD DtD difference for Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ETG 97.5 Previous The Expected Tail Gain of the previous day with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ETG 97.5 Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ETG 99 DtD % Difference DtD difference in % for Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ETG 99 DtD DtD difference for Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ETG 99 Previous The Expected Tail Gain of the previous day with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ETG 99 Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ETG 97.5 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ETG 99 LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ETG LEstimated Booking Contribution of the upper Booking of Expected Tail Gain with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ETG 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ETG 99 LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ETG LEstimated Reference Level Contribution of the upper Reference Level of Expected Tail Gain with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ETG 97.5 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ETG 99 LEstimated Top Contribution of the upper Top of Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ETG LEstimated Top Contribution of the upper Top of Expected Tail Gain with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ETG 97.5 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor ETG 99 LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor ETG LEstimated Trades Contribution of the upper Trades of Expected Tail Gain with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ETG DtD % Difference DtD difference in % for Expected Tail Gain with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ETG DtD DtD difference for Expected Tail Gain with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ETG Previous The Expected Tail Gain of the previous day with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor ETG Expected Tail Gain with contextual confidence level for the Vega sensitivity
Sensitivity Cash Taylor Tail VaE Best case PnL for the Cash sensitivity
Sensitivity Cash Taylor Tail VaR Worst case PnL for the Cash sensitivity
Sensitivity Correlation Taylor Tail VaE Best case PnL for the Correlation sensitivity
Sensitivity Correlation Taylor Tail VaR Worst case PnL for the Correlation sensitivity
Sensitivity Crossgamma Taylor Tail VaE Best case PnL for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Tail VaR Worst case PnL for the CrossGamma sensitivity
Sensitivity Delta Taylor Tail VaE Best case PnL for the Delta sensitivity
Sensitivity Delta Taylor Tail VaR Worst case PnL for the Delta sensitivity
Sensitivity Gamma Taylor Tail VaE Best case PnL for the Gamma sensitivity
Sensitivity Gamma Taylor Tail VaR Worst case PnL for the Gamma sensitivity
Sensitivity Taylor Tail VaE Best case PnL
Sensitivity Taylor Tail VaR Worst case PnL
Sensitivity Vanna Taylor Tail VaE Best case PnL for the Vanna sensitivity
Sensitivity Vanna Taylor Tail VaR Worst case PnL for the Vanna sensitivity
Sensitivity Vega Taylor Tail VaE Best case PnL for the Vega sensitivity
Sensitivity Vega Taylor Tail VaR Worst case PnL for the Vega sensitivity
Sensitivity Cash Taylor VaE 97.5 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaE 97.5 DtD DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaE 97.5 Previous The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaE 97.5 Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaE 99 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaE 99 DtD DtD difference for Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaE 99 Previous The Value at Earnings of the previous day with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaE 99 Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaE 97.5 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaE 99 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaE LEstimated Booking Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaE LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaE 97.5 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaE 99 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaE LEstimated Top Contribution of the upper Top of Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaE 97.5 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaE 99 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaE LEstimated Trades Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaE DtD % Difference DtD difference in % for Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaE DtD DtD difference for Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaE Previous The Value at Earnings of the previous day with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaE Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor WVaE 97.5 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 97.5 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 97.5 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 97.5 Weighted Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 99 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 99 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 99 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 99 Weighted Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor WVaE LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor WVaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor WVaE LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor WVaE 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 99 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor WVaE LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor WVaE 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor WVaE 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor WVaE LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor WVaE DtD % Difference DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor WVaE DtD DtD difference for Weighted Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor WVaE Previous The Weighted Value at Earnings of the previous day with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor WVaE Weighted Value at Earnings with contextual confidence level for the Cash sensitivity
Sensitivity Correlation Taylor VaE 97.5 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 97.5 DtD DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 97.5 Previous The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 97.5 Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 99 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 99 DtD DtD difference for Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 99 Previous The Value at Earnings of the previous day with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 99 Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 97.5 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 99 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE LEstimated Booking Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 97.5 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 99 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE LEstimated Top Contribution of the upper Top of Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 97.5 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE 99 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaE LEstimated Trades Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaE DtD % Difference DtD difference in % for Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaE DtD DtD difference for Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaE Previous The Value at Earnings of the previous day with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaE Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 97.5 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 97.5 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 97.5 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 97.5 Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 99 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 99 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 99 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 99 Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 99 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE DtD % Difference DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE DtD DtD difference for Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE Previous The Weighted Value at Earnings of the previous day with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor WVaE Weighted Value at Earnings with contextual confidence level for the Correlation sensitivity
Sensitivity Crossgamma Taylor VaE 97.5 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 97.5 DtD DtD difference for Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 97.5 Previous The Value at Earnings of the previous day with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 97.5 Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 99 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 99 DtD DtD difference for Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 99 Previous The Value at Earnings of the previous day with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 99 Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 97.5 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 99 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE LEstimated Booking Contribution of the upper Booking of Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 97.5 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 99 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE LEstimated Top Contribution of the upper Top of Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 97.5 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE 99 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE LEstimated Trades Contribution of the upper Trades of Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE DtD % Difference DtD difference in % for Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE DtD DtD difference for Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE Previous The Value at Earnings of the previous day with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaE Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 97.5 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 97.5 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 97.5 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 97.5 Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 99 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 99 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 99 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 99 Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 99 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE DtD % Difference DtD difference in % for Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE DtD DtD difference for Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE Previous The Weighted Value at Earnings of the previous day with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor WVaE Weighted Value at Earnings with contextual confidence level for the CrossGamma sensitivity
Sensitivity Delta Taylor VaE 97.5 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaE 97.5 DtD DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaE 97.5 Previous The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaE 97.5 Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaE 99 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaE 99 DtD DtD difference for Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaE 99 Previous The Value at Earnings of the previous day with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaE 99 Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaE 97.5 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaE 99 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaE LEstimated Booking Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaE LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaE 97.5 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaE 99 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaE LEstimated Top Contribution of the upper Top of Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaE 97.5 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaE 99 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaE LEstimated Trades Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaE DtD % Difference DtD difference in % for Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaE DtD DtD difference for Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaE Previous The Value at Earnings of the previous day with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaE Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor WVaE 97.5 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 97.5 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 97.5 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 97.5 Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 99 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 99 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 99 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 99 Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor WVaE LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor WVaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor WVaE LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor WVaE 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 99 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor WVaE LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor WVaE 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor WVaE 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor WVaE LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor WVaE DtD % Difference DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor WVaE DtD DtD difference for Weighted Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor WVaE Previous The Weighted Value at Earnings of the previous day with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor WVaE Weighted Value at Earnings with contextual confidence level for the Delta sensitivity
Sensitivity Gamma Taylor VaE 97.5 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 97.5 DtD DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 97.5 Previous The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 97.5 Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 99 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 99 DtD DtD difference for Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 99 Previous The Value at Earnings of the previous day with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 99 Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 97.5 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 99 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE LEstimated Booking Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 97.5 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 99 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE LEstimated Top Contribution of the upper Top of Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 97.5 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE 99 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaE LEstimated Trades Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaE DtD % Difference DtD difference in % for Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaE DtD DtD difference for Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaE Previous The Value at Earnings of the previous day with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaE Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 97.5 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 97.5 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 97.5 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 97.5 Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 99 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 99 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 99 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 99 Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 99 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE DtD % Difference DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE DtD DtD difference for Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE Previous The Weighted Value at Earnings of the previous day with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor WVaE Weighted Value at Earnings with contextual confidence level for the Gamma sensitivity
Sensitivity Taylor VaE 97.5 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor VaE 97.5 DtD DtD difference for Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor VaE 97.5 Previous The Value at Earnings of the previous day with fixed confidence level of 97.5%
Sensitivity Taylor VaE 97.5 Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor VaE 99 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor VaE 99 DtD DtD difference for Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor VaE 99 Previous The Value at Earnings of the previous day with fixed confidence level of 99%
Sensitivity Taylor VaE 99 Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor VaE 97.5 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor VaE 99 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor VaE LEstimated Booking Contribution of the upper Booking of Value at Earnings with contextual confidence level
Sensitivity Taylor VaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor VaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor VaE LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with contextual confidence level
Sensitivity Taylor VaE 97.5 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor VaE 99 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor VaE LEstimated Top Contribution of the upper Top of Value at Earnings with contextual confidence level
Sensitivity Taylor VaE 97.5 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor VaE 99 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor VaE LEstimated Trades Contribution of the upper Trades of Value at Earnings with contextual confidence level
Sensitivity Taylor VaE DtD % Difference DtD difference in % for Value at Earnings with contextual confidence level
Sensitivity Taylor VaE DtD DtD difference for Value at Earnings with contextual confidence level
Sensitivity Taylor VaE Previous The Value at Earnings of the previous day with contextual confidence level
Sensitivity Taylor VaE Value at Earnings with contextual confidence level
Sensitivity Vanna Taylor VaE 97.5 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 97.5 DtD DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 97.5 Previous The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 97.5 Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 99 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 99 DtD DtD difference for Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 99 Previous The Value at Earnings of the previous day with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 99 Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 97.5 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 99 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE LEstimated Booking Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 97.5 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 99 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE LEstimated Top Contribution of the upper Top of Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 97.5 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE 99 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaE LEstimated Trades Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaE DtD % Difference DtD difference in % for Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaE DtD DtD difference for Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaE Previous The Value at Earnings of the previous day with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaE Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 97.5 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 97.5 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 97.5 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 97.5 Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 99 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 99 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 99 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 99 Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 99 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE DtD % Difference DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE DtD DtD difference for Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE Previous The Weighted Value at Earnings of the previous day with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor WVaE Weighted Value at Earnings with contextual confidence level for the Vanna sensitivity
Sensitivity Vega Taylor VaE 97.5 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaE 97.5 DtD DtD difference for Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaE 97.5 Previous The Value at Earnings of the previous day with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaE 97.5 Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaE 99 DtD % Difference DtD difference in % for Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaE 99 DtD DtD difference for Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaE 99 Previous The Value at Earnings of the previous day with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaE 99 Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaE 97.5 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaE 99 LEstimated Booking Contribution of the upper Booking of Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaE LEstimated Booking Contribution of the upper Booking of Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaE LEstimated Reference Level Contribution of the upper Reference Level of Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaE 97.5 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaE 99 LEstimated Top Contribution of the upper Top of Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaE LEstimated Top Contribution of the upper Top of Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaE 97.5 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaE 99 LEstimated Trades Contribution of the upper Trades of Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaE LEstimated Trades Contribution of the upper Trades of Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaE DtD % Difference DtD difference in % for Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaE DtD DtD difference for Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaE Previous The Value at Earnings of the previous day with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaE Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor WVaE 97.5 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 97.5 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 97.5 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 97.5 Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 99 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 99 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 99 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 99 Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor WVaE LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor WVaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor WVaE LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor WVaE 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 99 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor WVaE LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor WVaE 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor WVaE 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor WVaE LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor WVaE DtD % Difference DtD difference in % for Weighted Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor WVaE DtD DtD difference for Weighted Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor WVaE Previous The Weighted Value at Earnings of the previous day with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor WVaE Weighted Value at Earnings with contextual confidence level for the Vega sensitivity
Sensitivity Taylor WVaE 97.5 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor WVaE 97.5 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor WVaE 97.5 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 97.5%
Sensitivity Taylor WVaE 97.5 Weighted Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor WVaE 99 DtD % Difference DtD difference in % for Weighted Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor WVaE 99 DtD DtD difference for Weighted Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor WVaE 99 Previous The Weighted Value at Earnings of the previous day with fixed confidence level of 99%
Sensitivity Taylor WVaE 99 Weighted Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor WVaE 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor WVaE 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor WVaE LEstimated Booking Contribution of the upper Booking of Weighted Value at Earnings with contextual confidence level
Sensitivity Taylor WVaE 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor WVaE 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor WVaE LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Earnings with contextual confidence level
Sensitivity Taylor WVaE 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor WVaE 99 LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor WVaE LEstimated Top Contribution of the upper Top of Weighted Value at Earnings with contextual confidence level
Sensitivity Taylor WVaE 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 97.5%
Sensitivity Taylor WVaE 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with fixed confidence level of 99%
Sensitivity Taylor WVaE LEstimated Trades Contribution of the upper Trades of Weighted Value at Earnings with contextual confidence level
Sensitivity Taylor WVaE DtD % Difference DtD difference in % for Weighted Value at Earnings with contextual confidence level
Sensitivity Taylor WVaE DtD DtD difference for Weighted Value at Earnings with contextual confidence level
Sensitivity Taylor WVaE Previous The Weighted Value at Earnings of the previous day with contextual confidence level
Sensitivity Taylor WVaE Weighted Value at Earnings with contextual confidence level
Sensitivity Cash Taylor VaR 97.5 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaR 97.5 DtD DtD difference for Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaR 97.5 Previous The Value at Risk of the previous day with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaR 97.5 Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaR 99 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaR 99 DtD DtD difference for Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaR 99 Previous The Value at Risk of the previous day with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaR 99 Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaR 97.5 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaR 99 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaR LEstimated Booking Contribution of the upper Booking of Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaR 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaR 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaR LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaR 97.5 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaR 99 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaR LEstimated Top Contribution of the upper Top of Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaR 97.5 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor VaR 99 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor VaR LEstimated Trades Contribution of the upper Trades of Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaR DtD % Difference DtD difference in % for Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaR DtD DtD difference for Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor VaR Previous The Value at Risk of the previous day with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor Wvar 97.5 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 97.5 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 97.5 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 97.5 Weighted Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 99 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 99 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 99 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 99 Weighted Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor Wvar LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor Wvar 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor Wvar LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor Wvar 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 99 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor Wvar LEstimated Top Contribution of the upper Top of Weighted Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor Wvar 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 97.5% for the Cash sensitivity
Sensitivity Cash Taylor Wvar 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 99% for the Cash sensitivity
Sensitivity Cash Taylor Wvar LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor Wvar DtD % Difference DtD difference in % for Weighted Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor Wvar DtD DtD difference for Weighted Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor Wvar Previous The Weighted Value at Risk of the previous day with contextual confidence level for the Cash sensitivity
Sensitivity Cash Taylor Wvar Weighted Value at Risk with contextual confidence level for the Cash sensitivity
Sensitivity Correlation Taylor VaR 97.5 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 97.5 DtD DtD difference for Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 97.5 Previous The Value at Risk of the previous day with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 97.5 Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 99 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 99 DtD DtD difference for Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 99 Previous The Value at Risk of the previous day with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 99 Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 97.5 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 99 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR LEstimated Booking Contribution of the upper Booking of Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 97.5 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 99 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR LEstimated Top Contribution of the upper Top of Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 97.5 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR 99 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor VaR LEstimated Trades Contribution of the upper Trades of Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaR DtD % Difference DtD difference in % for Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaR DtD DtD difference for Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor VaR Previous The Value at Risk of the previous day with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 97.5 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 97.5 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 97.5 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 97.5 Weighted Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 99 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 99 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 99 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 99 Weighted Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 99 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar LEstimated Top Contribution of the upper Top of Weighted Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 97.5% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 99% for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar DtD % Difference DtD difference in % for Weighted Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar DtD DtD difference for Weighted Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar Previous The Weighted Value at Risk of the previous day with contextual confidence level for the Correlation sensitivity
Sensitivity Correlation Taylor Wvar Weighted Value at Risk with contextual confidence level for the Correlation sensitivity
Sensitivity Crossgamma Taylor VaR 97.5 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 97.5 DtD DtD difference for Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 97.5 Previous The Value at Risk of the previous day with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 97.5 Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 99 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 99 DtD DtD difference for Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 99 Previous The Value at Risk of the previous day with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 99 Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 97.5 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 99 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR LEstimated Booking Contribution of the upper Booking of Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 97.5 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 99 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR LEstimated Top Contribution of the upper Top of Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 97.5 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR 99 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR LEstimated Trades Contribution of the upper Trades of Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR DtD % Difference DtD difference in % for Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR DtD DtD difference for Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor VaR Previous The Value at Risk of the previous day with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 97.5 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 97.5 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 97.5 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 97.5 Weighted Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 99 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 99 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 99 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 99 Weighted Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 99 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar LEstimated Top Contribution of the upper Top of Weighted Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 97.5% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 99% for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar DtD % Difference DtD difference in % for Weighted Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar DtD DtD difference for Weighted Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar Previous The Weighted Value at Risk of the previous day with contextual confidence level for the CrossGamma sensitivity
Sensitivity Crossgamma Taylor Wvar Weighted Value at Risk with contextual confidence level for the CrossGamma sensitivity
Sensitivity Delta Taylor VaR 97.5 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaR 97.5 DtD DtD difference for Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaR 97.5 Previous The Value at Risk of the previous day with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaR 97.5 Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaR 99 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaR 99 DtD DtD difference for Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaR 99 Previous The Value at Risk of the previous day with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaR 99 Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaR 97.5 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaR 99 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaR LEstimated Booking Contribution of the upper Booking of Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaR 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaR 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaR LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaR 97.5 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaR 99 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaR LEstimated Top Contribution of the upper Top of Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaR 97.5 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor VaR 99 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor VaR LEstimated Trades Contribution of the upper Trades of Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaR DtD % Difference DtD difference in % for Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaR DtD DtD difference for Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor VaR Previous The Value at Risk of the previous day with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor Wvar 97.5 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 97.5 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 97.5 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 97.5 Weighted Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 99 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 99 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 99 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 99 Weighted Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor Wvar LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor Wvar 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor Wvar LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor Wvar 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 99 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor Wvar LEstimated Top Contribution of the upper Top of Weighted Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor Wvar 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 97.5% for the Delta sensitivity
Sensitivity Delta Taylor Wvar 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 99% for the Delta sensitivity
Sensitivity Delta Taylor Wvar LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor Wvar DtD % Difference DtD difference in % for Weighted Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor Wvar DtD DtD difference for Weighted Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor Wvar Previous The Weighted Value at Risk of the previous day with contextual confidence level for the Delta sensitivity
Sensitivity Delta Taylor Wvar Weighted Value at Risk with contextual confidence level for the Delta sensitivity
Sensitivity Gamma Taylor VaR 97.5 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 97.5 DtD DtD difference for Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 97.5 Previous The Value at Risk of the previous day with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 97.5 Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 99 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 99 DtD DtD difference for Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 99 Previous The Value at Risk of the previous day with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 99 Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 97.5 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 99 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR LEstimated Booking Contribution of the upper Booking of Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 97.5 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 99 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR LEstimated Top Contribution of the upper Top of Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 97.5 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR 99 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor VaR LEstimated Trades Contribution of the upper Trades of Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaR DtD % Difference DtD difference in % for Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaR DtD DtD difference for Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor VaR Previous The Value at Risk of the previous day with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 97.5 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 97.5 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 97.5 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 97.5 Weighted Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 99 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 99 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 99 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 99 Weighted Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 99 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar LEstimated Top Contribution of the upper Top of Weighted Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 97.5% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 99% for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar DtD % Difference DtD difference in % for Weighted Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar DtD DtD difference for Weighted Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar Previous The Weighted Value at Risk of the previous day with contextual confidence level for the Gamma sensitivity
Sensitivity Gamma Taylor Wvar Weighted Value at Risk with contextual confidence level for the Gamma sensitivity
Sensitivity Taylor VaR 97.5 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor VaR 97.5 DtD DtD difference for Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor VaR 97.5 Previous The Value at Risk of the previous day with fixed confidence level of 97.5%
Sensitivity Taylor VaR 97.5 Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor VaR 99 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 99%
Sensitivity Taylor VaR 99 DtD DtD difference for Value at Risk with fixed confidence level of 99%
Sensitivity Taylor VaR 99 Previous The Value at Risk of the previous day with fixed confidence level of 99%
Sensitivity Taylor VaR 99 Value at Risk with fixed confidence level of 99%
Sensitivity Taylor VaR 97.5 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor VaR 99 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 99%
Sensitivity Taylor VaR LEstimated Booking Contribution of the upper Booking of Value at Risk with contextual confidence level
Sensitivity Taylor VaR 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor VaR 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 99%
Sensitivity Taylor VaR LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with contextual confidence level
Sensitivity Taylor VaR 97.5 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor VaR 99 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 99%
Sensitivity Taylor VaR LEstimated Top Contribution of the upper Top of Value at Risk with contextual confidence level
Sensitivity Taylor VaR 97.5 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor VaR 99 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 99%
Sensitivity Taylor VaR LEstimated Trades Contribution of the upper Trades of Value at Risk with contextual confidence level
Sensitivity Taylor VaR DtD % Difference DtD difference in % for Value at Risk with contextual confidence level
Sensitivity Taylor VaR DtD DtD difference for Value at Risk with contextual confidence level
Sensitivity Taylor VaR Previous The Value at Risk of the previous day with contextual confidence level
Sensitivity Vanna Taylor VaR 97.5 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 97.5 DtD DtD difference for Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 97.5 Previous The Value at Risk of the previous day with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 97.5 Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 99 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 99 DtD DtD difference for Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 99 Previous The Value at Risk of the previous day with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 99 Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 97.5 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 99 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR LEstimated Booking Contribution of the upper Booking of Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 97.5 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 99 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR LEstimated Top Contribution of the upper Top of Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 97.5 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR 99 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor VaR LEstimated Trades Contribution of the upper Trades of Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaR DtD % Difference DtD difference in % for Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaR DtD DtD difference for Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor VaR Previous The Value at Risk of the previous day with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 97.5 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 97.5 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 97.5 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 97.5 Weighted Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 99 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 99 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 99 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 99 Weighted Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 99 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar LEstimated Top Contribution of the upper Top of Weighted Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 97.5% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 99% for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar DtD % Difference DtD difference in % for Weighted Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar DtD DtD difference for Weighted Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar Previous The Weighted Value at Risk of the previous day with contextual confidence level for the Vanna sensitivity
Sensitivity Vanna Taylor Wvar Weighted Value at Risk with contextual confidence level for the Vanna sensitivity
Sensitivity Vega Taylor VaR 97.5 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaR 97.5 DtD DtD difference for Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaR 97.5 Previous The Value at Risk of the previous day with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaR 97.5 Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaR 99 DtD % Difference DtD difference in % for Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaR 99 DtD DtD difference for Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaR 99 Previous The Value at Risk of the previous day with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaR 99 Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaR 97.5 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaR 99 LEstimated Booking Contribution of the upper Booking of Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaR LEstimated Booking Contribution of the upper Booking of Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaR 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaR 99 LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaR LEstimated Reference Level Contribution of the upper Reference Level of Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaR 97.5 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaR 99 LEstimated Top Contribution of the upper Top of Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaR LEstimated Top Contribution of the upper Top of Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaR 97.5 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor VaR 99 LEstimated Trades Contribution of the upper Trades of Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor VaR LEstimated Trades Contribution of the upper Trades of Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaR DtD % Difference DtD difference in % for Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaR DtD DtD difference for Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor VaR Previous The Value at Risk of the previous day with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor Wvar 97.5 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 97.5 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 97.5 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 97.5 Weighted Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 99 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 99 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 99 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 99 Weighted Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor Wvar LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor Wvar 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor Wvar LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor Wvar 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 99 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor Wvar LEstimated Top Contribution of the upper Top of Weighted Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor Wvar 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 97.5% for the Vega sensitivity
Sensitivity Vega Taylor Wvar 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 99% for the Vega sensitivity
Sensitivity Vega Taylor Wvar LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor Wvar DtD % Difference DtD difference in % for Weighted Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor Wvar DtD DtD difference for Weighted Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor Wvar Previous The Weighted Value at Risk of the previous day with contextual confidence level for the Vega sensitivity
Sensitivity Vega Taylor Wvar Weighted Value at Risk with contextual confidence level for the Vega sensitivity
Sensitivity Taylor Wvar 97.5 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor Wvar 97.5 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor Wvar 97.5 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 97.5%
Sensitivity Taylor Wvar 97.5 Weighted Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor Wvar 99 DtD % Difference DtD difference in % for Weighted Value at Risk with fixed confidence level of 99%
Sensitivity Taylor Wvar 99 DtD DtD difference for Weighted Value at Risk with fixed confidence level of 99%
Sensitivity Taylor Wvar 99 Previous The Weighted Value at Risk of the previous day with fixed confidence level of 99%
Sensitivity Taylor Wvar 99 Weighted Value at Risk with fixed confidence level of 99%
Sensitivity Taylor Wvar 97.5 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor Wvar 99 LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with fixed confidence level of 99%
Sensitivity Taylor Wvar LEstimated Booking Contribution of the upper Booking of Weighted Value at Risk with contextual confidence level
Sensitivity Taylor Wvar 97.5 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor Wvar 99 LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with fixed confidence level of 99%
Sensitivity Taylor Wvar LEstimated Reference Level Contribution of the upper Reference Level of Weighted Value at Risk with contextual confidence level
Sensitivity Taylor Wvar 97.5 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor Wvar 99 LEstimated Top Contribution of the upper Top of Weighted Value at Risk with fixed confidence level of 99%
Sensitivity Taylor Wvar LEstimated Top Contribution of the upper Top of Weighted Value at Risk with contextual confidence level
Sensitivity Taylor Wvar 97.5 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 97.5%
Sensitivity Taylor Wvar 99 LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with fixed confidence level of 99%
Sensitivity Taylor Wvar LEstimated Trades Contribution of the upper Trades of Weighted Value at Risk with contextual confidence level
Sensitivity Taylor Wvar DtD % Difference DtD difference in % for Weighted Value at Risk with contextual confidence level
Sensitivity Taylor Wvar DtD DtD difference for Weighted Value at Risk with contextual confidence level
Sensitivity Taylor Wvar Previous The Weighted Value at Risk of the previous day with contextual confidence level
Sensitivity Taylor Wvar Weighted Value at Risk with contextual confidence level

Modified

Cube Measure Details
Sensitivity Taylor VaR Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/VaR
Sensitivity Cash Taylor VaR Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/Cash/VaR
Sensitivity Correlation Taylor VaR Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/Correlation/VaR
Sensitivity CrossGamma Taylor VaR Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/CrossGamma/VaR
Sensitivity Delta Taylor VaR Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/Delta/VaR
Sensitivity Gamma Taylor VaR Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/Gamma/VaR
Sensitivity Vanna Taylor VaR Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/Vanna/VaR
Sensitivity Vega Taylor VaR Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/Vega/VaR
Sensitivity Cash PnLVectorExpand Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/VaR
Sensitivity Correlation PnLVectorExpand Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/VaR
Sensitivity CrossGamma PnLVectorExpand Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/VaR
Sensitivity Delta PnLVectorExpand Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/VaR
Sensitivity Gamma PnLVectorExpand Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/VaR
Sensitivity Vanna PnLVectorExpand Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/VaR
Sensitivity Vega PnLVectorExpand Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/VaR
Sensitivity Taylor HD VaR Moved folder from Value at Risk/Taylor VaR to Value at Risk/Taylor/VaR

Context values

No changes.

Classes

Removed

IGreekDescription removal
Class Details
IGreekDescription Interface previously used in measures, sources and hierarchies configuration throughout the project.
GreekSensiDescriptionConfig Configuration class collecting sensitivity descriptions and publishing source and hierarchy beans.

Added

IGreekDescription removal
Class Details
SensiHierarchyUtilsConfig Configuration class providing qualified beans for tenor-related hierarchies.

Replaced

IGreekDescription removal
Old class New class Details
CashDescription CashSourceParameters Converted from @Configuration to @Component. Uses the Cash-specific SensiMeasureParameters bean for non-source configuration.
CorrelationDescription CorrelationSourceParameters Converted from @Configuration to @Component. Uses the Correlation-specific SensiMeasureParameters bean for non-source configuration.
CrossGammaDescription CrossGammaSourceParameters Converted from @Configuration to @Component. Uses the Cross Gamma-specific SensiMeasureParameters bean for non-source configuration.
DeltaDescription DeltaSourceParameters Converted from @Configuration to @Component. Uses the Delta-specific SensiMeasureParameters bean for non-source configuration.
GammaDescription GammaSourceParameters Converted from @Configuration to @Component. Uses the Gamma-specific SensiMeasureParameters bean for non-source configuration.
ThetaDescription ThetaSourceParameters Converted from @Configuration to @Component. Uses the Theta-specific SensiMeasureParameters bean for non-source configuration.
VannaDescription VannaSourceParameters Converted from @Configuration to @Component. Uses the Vanna-specific SensiMeasureParameters bean for non-source configuration.
VegaDescription VegaSourceParameters Converted from @Configuration to @Component. Uses the Vega-specific SensiMeasureParameters bean for non-source configuration.
VolgaDescription VolgaSourceParameters Converted from @Configuration to @Component. Uses the Volga-specific SensiMeasureParameters bean for non-source configuration.
VolgaDescription VolgaSourceParameters Converted from @Configuration to @Component. Uses the Volga-specific SensiMeasureParameters bean for non-source configuration.
GreekDimensionType DimensionType Enum renamed for simplicity.

Modified

IGreekDescription removal
Class Details
SensiCsvSourceParametersProviderConfig Added beans for the sensitivity type lookup function (retrieving the type of a sensitivity based on its name) and the map of sensitivity types to source parameters.
SpringConstants Added qualifiers for the lookup function, the sensitivity type to source parameters map and the individual source parameter components.

Other

Class Details
MessengerDefinitionConfig Moved to the mr-common-config module. New package: com.activeviam.mr.common.cube
DatastoreConfiguratorSetup Moved to the mr-common-config module. New package: com.activeviam.mr.common.datastore
CustomParametersConfig Moved to the mr-common-config module. New package: com.activeviam.mr.common.measures
MarketDataRetrievalServiceConfig Moved to the mr-common-config module. New package: com.activeviam.mr.common.measures
MaturityConverterConfig Moved to the mr-common-config module. New package: com.activeviam.mr.common.measures
PartitionManagerConfig Moved to the mr-common-config module. New package: com.activeviam.mr.common.measures
TailMeasureCalcConfig Moved to the mr-common-config module. New package: com.activeviam.mr.common.measures
WeightedTailMeasureCalcConfig Moved to the mr-common-config module. New package: com.activeviam.mr.common.measures
IESConfidenceLevel Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context
IETGConfidenceLevel Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context
IVaEConfidenceLevel Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context
IWeightedVaRLambda Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context
ESConfidenceLevel Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context.impl
ESConfidenceLevelTranslator Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context.impl
ETGConfidenceLevel Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context.impl
ETGConfidenceLevelTranslator Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context.impl
VaEConfidenceLevel Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context.impl
VaEConfidenceLevelTranslator Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context.impl
WeightedVaRLambda Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context.impl
WeightedVaRLambdaTranslator Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.context.impl
IContextualMeasures Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.measures.factory.intf
IFixedConfidenceMeasures Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.measures.factory.intf
IIncrementalMeasures Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.measures.factory.intf
IVaRESMeasures Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.measures.factory.intf
VaRMetricParametersAndNames Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.measures.parameters
ACopperWPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
AVaEPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
AVaRPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
CopperESPostProcessors Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
CopperETGPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
CopperVaEPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
CopperWVaEPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
CopperWVaRPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
IWeightedTailMeasureCalc Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
IWeightedTailMeasureCalcAware Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
ParametricVaEPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
ParametricVaRPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
PnLDistributionPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
PnLValuesPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
ReferenceLevelLocationShift Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
ScenarioNamePostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
TopPostProcessor Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors
WeightedTailMeasureCalc Moved to the mr-common-lib module. New package: com.activeviam.mr.common.calculations.postprocessors

Beans

IGreekDescription removal

Added
Constant Qualifier Type Details
SP_QUALIFIER__SENSI_TYPE_LOOKUP “sensi-type-lookup” UnaryOperator<String> Function that returns the sensitivity type when applied to a sensitivity name.
SP_QUALIFIER__SENSI_SOURCE_PARAMETERS “sensi-source-parameters” Map<String, ISensiSourceParameters> The map of sensitivity type to associated ISensiSourceParameters.
SP_QUALIFIER__CASH_SOURCE_PARAMETERS “cash-source-parameters” ISensiSourceParameters Cash-specific ISensiSourceParameters bean.
SP_QUALIFIER__CORRELATION_SOURCE_PARAMETERS “correlation-source-parameters” ISensiSourceParameters Correlation-specific ISensiSourceParameters bean.
SP_QUALIFIER__CROSS_GAMMA_SOURCE_PARAMETERS “cross-gamma-source-parameters” ISensiSourceParameters Cross Gamma-specific ISensiSourceParameters bean.
SP_QUALIFIER__DELTA_SOURCE_PARAMETERS “delta-source-parameters” ISensiSourceParameters Delta-specific ISensiSourceParameters bean.
SP_QUALIFIER__GAMMA_SOURCE_PARAMETERS “gamma-source-parameters” ISensiSourceParameters Gamma-specific ISensiSourceParameters bean.
SP_QUALIFIER__THETA_SOURCE_PARAMETERS “theta-source-parameters” ISensiSourceParameters Theta-specific ISensiSourceParameters bean.
SP_QUALIFIER__VANNA_SOURCE_PARAMETERS “vanna-source-parameters” ISensiSourceParameters Vanna-specific ISensiSourceParameters bean.
SP_QUALIFIER__VEGA_SOURCE_PARAMETERS “vega-source-parameters” ISensiSourceParameters Vega-specific ISensiSourceParameters bean.
SP_QUALIFIER__VOLGA_SOURCE_PARAMETERS “volga-source-parameters” ISensiSourceParameters Volga-specific ISensiSourceParameters bean.
SP_QUALIFIER__SENSI_CURRENCY_HIERARCHIES “sensi-currency-hierarchies” String[][] Currency hierarchies for individual sensitivities.
SP_QUALIFIER__SENSI_LABELS_HIERARCHIES “sensi-labels-hierarchies” String[][] Labels hierarchies for tenors, maturities, and moneyness.
SP_QUALIFIER__SENSI_DATES_HIERARCHIES “sensi-dates-hierarchies” String[][] Dates hierarchies for tenors, maturities, and moneyness.

Other

The following beans have moved from the mr-application to the mr-common-config module. They can be replaced by defining a new bean, with the relevant @Qualifier and an @Primary annotation.

Constant Qualifier Type Details
SP_QUALIFIER__QUERY_CUBE_MESSENGER_DEFINITION “query-cube-messenger-definition” IMessengerDefinition Properties for a messenger used by a query cube.
SP_QUALIFIER__DATA_CUBE_MESSENGER_DEFINITION “data-cube-messenger-definition” IMessengerDefinition Properties for a messenger used by a data cube.
SP_QUALIFIER__CUSTOM_PARAMETERS “custom-parameters” ICustomParameters Used to provide additional parameters to service beans.
SP_QUALIFIER__INTERPOLATION_CONFIGURATION “interpolation-configuration” IInterpolationConfiguration Defines the behavior of an IMarketDataRetrievalService.
SP_QUALIFIER__MARKET_DATA_RETRIEVAL_SERVICE “market-data-retrieval-service” IMarketDataRetrievalService A service providing market data based on a store or another service.
SP_QUALIFIER__MATURITY_CONVERTER “maturity-converter” IMaturityConverter A service used to perform custom maturity/date conversions.
SP_QUALIFIER__SMILE_CONVERTER “smile-converter” ISmileConverter Used to convert Moneyness pillars into the corresponding distance to the ATM Pillar.
SP_QUALIFIER__TENOR_UTIL “tenor-util” ITenorUtil Utility functions to support working with tenors.
SP_QUALIFIER__BUSINESS_DAY_CALENDAR_FACTORY “business-day-calendar-factory” IBusinessDayCalendarFactory Returns a calendar defining appropriate business days
SP_QUALIFIER__TAIL_MEASURE_CALC “tail-measure-calc” ITailMeasureCalc Functions for calculating tail measures.