Interest rate risk

Field	Type	Nullable	Description
`modified_duration`	decimal	never blank	Modified duration at the yield, to yield_date. Unit: years.
`macaulay_duration`	decimal	blank unless the bond pays a coupon	Modified duration times (1 + yield / coupon payments per year). Unit: years.
`convexity`	decimal	never blank	Yield convexity at the yield, to yield_date. Unit: years squared.
`dv01`	decimal	never blank	Price change for a one basis point change in yield, per 100 of face value (modified_duration x dirty_price x 0.0001). Unit: price per 100 face.