The basis point value (BPV) of a swap is the amount by which the swap's value changes in response to a change of one basis...

The dollar value of one basis point (DV01) is the derivative of price with respect to yield: This tool reflects...

The dollar duration is the derivative of price with respect to yield: This tool reflects the dollar (rather than the...

It stands for basis point value; a tool that is used to measure interest rate risk, especially that associated with...

A tool that is used to measure interest rate risk, especially that associated with swap trading books (swap book), bond...

The basis point value (BPV) of a swap is the amount by which the swap's value changes in response to...

The basis point value (BPV) of a swap is the amount by which the swap's value changes in response to a change of one basis...