FIXED INCOME
DV01
A measure of approximate value change for a one-basis-point move in yield or rate.
What does it stand for?
Dollar Value of One Basis Point
What it means
A measure of approximate value change for a one-basis-point move in yield or rate.
How to interpret it
This concept should be read together with its market convention, measurement horizon and underlying instrument. BondStats presents it as an analytical reference rather than investment advice; instrument documentation and primary market rules remain authoritative.
Related Acronyms
BondStats reference content is independently written. Mathematical relationships, abbreviations and market conventions are presented for educational and analytical use.