Lenny D. answered • 02/11/20
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Financial Professional with many years of Wall Street Experience
You have You have to be a little bit more specific hear a lot of people use a lot of different definitions for things like d, Delta Etc
Lenny D.
It sounds like what we call a dvo one. Which is the change in present value of a stream cash flows due to a one basis point change and rates.
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02/11/20
Tyler P.
delta is force of interest, d is discount rate, i is interest rate02/11/20