select a topic:


<< Back | Next >>


Price Value

The price value is equivalent to modified duration, but the unit is measured in basis point. The price value corresponds to the price variation in value for a 0.01% variation in yield.



^Yield Value


The yield value is the reverse of the price value. The yield value measures the variation in yield by a price variation equal to 0.10%.

<< Back | Next >>

^