Hello,
I am trying to work on convexity and duration exercises but every time I need the V+ and V- of a bond for my formulas and can't find how to calculate them.
Here's an example:
I have a bond 9% Coupon.
20 year
6% YTM
At 134.622
And a 20bp change in Yield. The convexity formula asks me for V+ and V- , how can I find it please?
Thank you
I am trying to work on convexity and duration exercises but every time I need the V+ and V- of a bond for my formulas and can't find how to calculate them.
Here's an example:
I have a bond 9% Coupon.
20 year
6% YTM
At 134.622
And a 20bp change in Yield. The convexity formula asks me for V+ and V- , how can I find it please?
Thank you