TODO_TAGS_REVIEW

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 compute_bond_duration.

Tool URL: https://ainumbers.co/chaingraph/art-330-tvm-dv01.html AP2/Policy Mandate export: yes

post/v1/tools/compute_dv01

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/compute_dv01
  • Auth: none declared

Request body

basis_pointsnumber
coupon_rate_pctnumber

Percentage value

face_valuenumber
periods_per_yearnumber
years_to_maturitynumber
ytm_pctnumber

Percentage value

Response

Successful tool execution result

coupon_rate_pctinteger
dv01number
face_valueinteger
methodstring
notestring
periods_per_yearinteger
pricenumber
price_down_shocknumber
price_up_shocknumber
regulatory_basisstring
shock_size_bpinteger
years_to_maturityinteger
ytm_pctinteger

Changes

No recorded changes to this operation across all 1 revision of this API.