A method of measuring the price sensitivity of a fixed-income security in monetary terms. This reflects absolute change in the...

The change in the value of a tranche in reaction to a one basis point increase or decrease in the...

An abbreviation for keep it simple, stupid!. The language of derivatives (such as delta, DV01, vega, gamma, notionals, vol-vol, fugit,...

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

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

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

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

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

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

The change in the value of credit default swap (CDS) in reaction to a one basis point increase in the underlying spread, or underlying...