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CrossGamma Taylor VaR DtD % Difference

Description DtD difference in % for Value at Risk with contextual confidence level for the CrossGamma sensitivity
Relevant context values

Difference between CrossGamma Taylor VaR and CrossGamma Taylor VaR Previous expressed in percentage.

$$\text{CrossGamma Taylor VaR DtD % Difference}=\frac{\text{CrossGamma Taylor VaR}-\text{CrossGamma Taylor VaR Previous}}{\text{CrossGamma Taylor VaR Previous}}$$