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Value of a Basis Point (PV 01 or PVBP)
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Value of a Basis Point (PV 01 or PVBP)
A measure of a bond's price/
yield
relationship that specifies the dollar value of a basis point change in yield. Also called value of an '01' and abbreviated PV 01 or DV 01. Also called
Dollar Value of a Basis Point (DV 01)
,
Price Value of a Basis Point (PV 01 or PVBP)
.
Glossary
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