Plain Vanilla Swap DV01 (BPV)
For a Plain Vanilla Swap, what´s the meaning of dv01? Dollar Value change for a 1 bp parallel shift on the yield curve (LIBOR Spot Curve, for example) or DV change for 1 bp change in the swap rate?
For a Plain Vanilla Swap, what´s the meaning of dv01? Dollar Value change for a 1 bp parallel shift on the yield curve (LIBOR Spot Curve, for example) or DV change for 1 bp change in the swap rate?
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