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Vanna Taylor VaR DtD
| Description |
DtD difference 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.
$$\text{Vanna Taylor VaR DtD}=\text{Vanna Taylor VaR}-\text{Vanna Taylor VaR Previous}$$