ART-330 · OpenChainGraph · TVM Primitive
v1.0.0

Bond DV01 (Price Value of a Basis Point)

DV01 / price value of a basis point for a standard even-period bullet bond, computed by full central-difference reprice at yield plus and minus a declared basis-point shock, not the linear modified-duration approximation. Stays accurate for large coupons or short maturities where the linear approximation drifts. Same bond schedule builder as the duration primitive.

Policy Mandate Export TVM Primitive analytics_mandate Proof verified
🔒 All inputs are processed locally in your browser. No data is transmitted. Do not enter real personal data — use synthetic or anonymised inputs only.
Result