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