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CrossGamma Taylor VaE DtD
| Description |
DtD difference for Value at Earnings with contextual confidence level for the CrossGamma sensitivity |
| Relevant context values |
|
Difference between CrossGamma Taylor VaE and CrossGamma Taylor VaE Previous.
$$\text{CrossGamma Taylor VaE DtD}=\text{CrossGamma Taylor VaE}-\text{CrossGamma Taylor VaE Previous}$$