> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Cross sensitivity

> For Vanna, the cross sensitivities are handled by applying the shift formula of both risk factors:

For Vanna, the cross sensitivities are handled by applying the shift formula of both risk factors:

$$
\text{PnL Explain} = f_{\text{marketData2}}(f_{\text{marketData1}}(sens, q_1, q_2), p_1, p_2)
$$

Where $q_{n}$ and $p_{n}$ are the market data quotes for a given day $n$ for risk factors $q$ and $p$ respectively.

Currently, cross-bucket sensitivity is not supported.