Quick Approximation of Price Value of a Basis Point (PVBP)
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We know that the Price Value of a Basis Point is the change in the value of a bond due to a 1 basis point change in the interest rates.
You can use a spreadsheet to calculate the PVBP.
However, if you want a quick approximation of the same, you can use your financial calculator, or the PV formula in excel and perform the following steps:
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