I trade a lot of treasury curves, so say I have a portfolio of treasury cash and futures products (longs and shorts). How do I find the portfolio DV01 risk and curve risk? I couldn't find anything that could help me get started online. If anyone has any resources please help.
CME has DV01s on their website, I think only for futures. Beyond that you'll need a data provider such as bloomberg, reuters, or subscribe to barclays live.
To calculate DV01 and curve risk you should be able to calculate price from yield first. You could probably take a look at QuantLib - it should able to price a bond from yield. Once you can do that, you can do whatever risk calculations you want. For example, to calculate DV01 you would change yield by 1 basis point and then reprice it.