PVBP by the yield change formula

Tags: bonds pricing and analysis

Description of the PVBP by the yield change formula

Formula for the calculation of a bond's PVBP by the variation of its yield.

Formula

P V B P = \frac{1}{100} \cdot \frac{d P_{g}}{d i}

Symbols

Δ i

Variation of the yield by 1 basis point

d P_{g}

Variation of the dirty price

Additional information related to this formula

Related definitions from the glossary of financial terms

Dirty price • • Price value of a basis point • Yield

Related articles

How to Calculate the Price of a Coupon Bond: A Comprehensive Guide • Measuring Interest Rate Risk and Credit Risk for Bonds: Exploring Duration, Convexity, and PVBP

Related calculator

Bond price calculator