Fixed income and bond derivatives: duration, DV01, and delivery
Distinguish notional size from rate sensitivity and learn why curve exposure, delivery, and cash timing matter.
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Journal category · 1 article
Rates & bonds journal guides.
Understand interest-rate sensitivity, duration, DV01, yield-curve changes, and the deliverable securities behind some bond futures.
How to read this category
Start with the contract description, then reproduce the hypothetical example using its stated units. Keep the market exposure, collateral, and settlement questions separate. Related topic links in each article connect this category to the wider directory.
For definitions, use the derivatives glossary. For primary references, visit the source library. The articles explain structures and tradeoffs; they do not provide live quotes or individual investment recommendations.