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