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