北同學(xué)
昨天這道題的BPV是怎么得到的?
The corporate debt liabilities have:= A market value of $450,125,203 A modified duration of 6.51 A liability portfolio basis point value (BPV) of $325,440 The asset portfolio has: A market value of $452,840,231 A modified duration of 6.68 An asset portfolio BPV of $336,007
