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