Business, Legal & Accounting Glossary
A bond valuation calculation showing the dollar value of a one basis point decrease in interest rates. It shows the change in a bond’s price compared to a decrease in the bond’s yield.
To help you cite our definitions in your bibliography, here is the proper citation layout for the three major formatting styles, with all of the relevant information filled in.
Definitions for DV01 are sourced/syndicated and enhanced from:
This glossary post was last updated: 16th November, 2021 | 0 Views.