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 present value (PV) of the change in the value of a swap that results from to a one basis...

The present value of a basis point (PVBP or PV01) of a swap is the change in its value due...

The present value of a basis point (PV01) of a swap is the change in its value due to a...

The present value (PV) of the change in the value of a swap that results from to a one basis...

The present value of a basis point (PVBP or PV01) of a swap is the change in its value due...

The present value of a basis point (PV01) of a swap is the change in its value due to a...

A swap spread which measures the yield of a specific treasury security against the par swap rate of a swap...

In relation to credit default swaps (CDS), it is the credit exposure of the swap at a given point in time. It...