Duration turns a modest yield move into a larger bond price change
Use the DMO duration example to separate a bond's approximate price sensitivity from a policy forecast, convexity and the return after financing.
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Research topic
Bond Yields
Articles filed under this investing research topic.
Why eligible collateral can still create a cash call
Trace collateral through eligibility, valuation and haircut coverage to explain the top up obligation, with June and October rule dates kept separate.