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