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Tags

#bonds #duration #finance

Question

DV01 is the ratio of a [...]to unit change in input (a basis point of yield).

Answer

price change in output (dollars)

Tags

#bonds #duration #finance

Question

DV01 is the ratio of a [...]to unit change in input (a basis point of yield).

Answer

?

Tags

#bonds #duration #finance

Question

DV01 is the ratio of a [...]to unit change in input (a basis point of yield).

Answer

price change in output (dollars)

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#### Parent (intermediate) annotation

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DV01 is the ratio of a price change in output (dollars) to unit change in input (a basis point of yield).

#### Original toplevel document

**Bond duration - Wikipedia, the free encyclopedia**

to yield: so that it is the product of the modified duration and the price (value): ($ per 1 percentage point change in yield) or ($ per 1 basis point change in yield) The DV01 is analogous to the delta in derivative pricing (The Greeks) – <span>it is the ratio of a price change in output (dollars) to unit change in input (a basis point of yield). Dollar duration or DV01 is the change in price in dollars, not in percentage. It gives the dollar variation in a bond's value per unit change in the yield. It is often measured per 1 bas

DV01 is the ratio of a price change in output (dollars) to unit change in input (a basis point of yield).

to yield: so that it is the product of the modified duration and the price (value): ($ per 1 percentage point change in yield) or ($ per 1 basis point change in yield) The DV01 is analogous to the delta in derivative pricing (The Greeks) – <span>it is the ratio of a price change in output (dollars) to unit change in input (a basis point of yield). Dollar duration or DV01 is the change in price in dollars, not in percentage. It gives the dollar variation in a bond's value per unit change in the yield. It is often measured per 1 bas

status | not learned | measured difficulty | 37% [default] | last interval [days] | |||
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repetition number in this series | 0 | memorised on | scheduled repetition | ||||

scheduled repetition interval | last repetition or drill |

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