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Gamma Taylor VaR DtD % Difference
| Description |
DtD difference in % for Value at Risk with contextual confidence level for the Gamma sensitivity |
| Relevant context values |
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Difference between Gamma Taylor VaR and Gamma Taylor VaR Previous expressed in percentage.
$$\text{Gamma Taylor VaR DtD % Difference}=\frac{\text{Gamma Taylor VaR}-\text{Gamma Taylor VaR Previous}}{\text{Gamma Taylor VaR Previous}}$$