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Dollar Value of One Basis Point

The dollar value of one basis point (DV01) is the derivative of price with respect to yield: This tool reflects...

    Dollar Duration

    The dollar duration is the derivative of price with respect to yield: This tool reflects the dollar (rather than the...

      Dollar Duration of a Swap

      The dollar duration of an interest rate swap is the difference between the dollar duration of the two bond positions...

        Dollar Duration

        A duration measure that is derived from multiplying a bond's modified duration by the bond price. It is the price change for a 100 basis points change in yield....