dv01 for t-notes

sherab71

Registered User

Join Date: Jul 2005

Posts: 1
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#1

dv01 for t-notes

07-25-2005, 08:02 AM

Hi,

Does esignal provide dv01 values for t-notes and the t-bond?

Cheers
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JayF

Product Manager

Join Date: Feb 2003

Posts: 3882
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#2

07-25-2005, 09:22 AM

We do not natively carry the dv01 values in eSignal, but perhaps there are eSignal users listening that calculates these values in Excel via DDE that could share those formulas?

Regards,
Jay F.
Product Manager
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