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PV01, DV01

Posted: July 1st, 2009, 5:27 am

by quentin

Hello,what are the exact definition of PV01, DV01 and the difference between both ?

PV01, DV01

Posted: July 1st, 2009, 5:37 am

by Martinghoul

You may find what you seek in this thread: Swaps