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Bond Math


Bond math concerns analytics Aladdin calculations for level 1 metrics, related to price, quantity and market values.

  1. Market value

    MV=Qp/100MV = Qp/100
  2. Notional Market value

    NMV=MVNMV = MV
  3. DV01

    dv01=NMV×D/1002 \text{dv01} = NMV \times D/100^{2}
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