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Current Spot Rate

A spot rate of a currency (in terms of another) that is quoted and observed at the present moment in...

Forward Rate

In relation to bonds, forward rate denotes the future yield on a bond (e.g., T-bond, T-note or T-bill). Simply put,...

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...