Basis Point

Notice: Undefined variable: myString in /hermes/bosnacweb04/bosnacweb04ai/b1550/ipg.lantanasolutionsbh98965/fincyclopedia/wp-content/themes/independent/tag.php on line 49

Near Perfect Floating Rate Note

A floating rate note that is embedded with caps or collars (caps and floors) so that the floating rate movement…

Focused Range Accumulation Note

A structured note (and a type of range accumulation notes) that allows investors to particularly capitalize on their ability to…

PVBP of a Bond

The price value of a basis point of a bond is a measure of the bond price volatility to interest…

A basis point (bps) is 0.01 percentage point and equals $1,000 annually on a contract protecting $10 million of debt...

PVBP of a Swap

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

PV01 of a Swap

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

Swap PVBP

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

Swap PV01

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

Present Value of a Basis Point

The dollar amount by which the market value of a $100 par bond would change following a change of one...

BPV

It stands for basis point value; a tool that is used to measure interest rate risk, especially that associated with...