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PVBP by the yield change formula

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

\[ PVBP = \frac{1}{100}\cdot \frac{dP_{g}}{di} \ \]

Symbols

\(Δi\ \)       
Variation of the yield by 1 basis point
\(dP_{g}\ \)       
Variation of the dirty price