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PVBP by the modified duration formula

Description of the PVBP by the modified duration formula

Formula for the calculation of a bond's PVBP by it's modified duration.

Formula

\[ PVBP = \frac{P_{g}\cdot D_{mod}}{10000} \ \]

Symbols

\(D_{mod}\ \)       
Modified duration
\(P_{g}\ \)       
Dirty price