Timeline for Interest Rate Swap DV01
Current License: CC BY-SA 3.0
3 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Dec 11, 2016 at 12:10 | comment | added | Mehness | agreed, so many times people conflate a dv01 with the present value of a basis point annuity - it's almost that, but not quite (particularly important when u generalise to eg credit risky swaps) | |
| Sep 12, 2016 at 11:30 | review | Low quality posts | |||
| Sep 12, 2016 at 18:31 | |||||
| Sep 12, 2016 at 11:09 | history | answered | Randor | CC BY-SA 3.0 |