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Banking

YV32

It stands for yield value for a 32nd;; a measure of dollar price volatility of a Treasury security that calculates...

DV01

It stands for dollar value of one basis point; DV01 captures the effect of a one-basis movement in interest rates...

DVDZ

It stands for dollar value dollar spot; a special case of DV01 that represents a change in the price of...

DPDZ

It stands for dollar price dollar spot; a special case of DV01 that represents a change in the price of...

DPDF

It stands for dollar price dollar forward; a special case of DV01 that represents a change in the price of...

DVDF

It stands for dollar value dollar forward; a special case of DV01 that represents a change in the price of...

Yield-Based DV01

A special case of DV01 (actually it is similar to DV01), but it is based on the assumption that the...

COGS

It stands for cost of goods sold; a cost measure that represents the direct costs of producing the goods sold...

IMM Futures Option

An option contract that grants the holder the right, without the obligation, to buy or sell a money market futures...

NRV

It stands for net realizable value; the amount of cash that is expected to be received from the sale of...