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