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