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...
The dollar duration of an interest rate swap is the difference between the dollar duration of the two bond positions...
A duration measure that is derived from multiplying a bond's modified duration by the bond price. It is the price change for a 100 basis points change in yield....
