1409脑筋急转弯中等数值题medium
Treasury DV01 1
题目
A bond desk approximates 1 bp PnL by -duration * notional * 0.0001. If modified duration is 7.9 and notional is $500 million, what is the approximate 1 bp PnL?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案
题目
A bond desk approximates 1 bp PnL by -duration * notional * 0.0001. If modified duration is 7.9 and notional is $500 million, what is the approximate 1 bp PnL?
解题计时
0:00
提交作答时记录，用于后续平均用时统计。
你的答案