A bond valuation calculation showing the dollar value of a one basis point decrease in interest rates. It shows the change in a bond's price compared to a decrease in the bond's yield.

Use DV01 in a sentence

Our investment team took a look at the bond's DV01 and ran the numbers on how things might look for us if things went sour.

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They completed the DV01 to determine the difference in the bond's yield. They ended up being ok with the results they identified.

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The current DV01 report allowed the bankers to see just what the status was of their bonds so that they could appropriately market them.

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