Riesgo de tasa de interés

Campo	Tipo	Admite vacío	Descripción
`modified_duration`	decimal	always filled	Modified duration at the yield, to yield_date. Unit: years.
`macaulay_duration`	decimal	filled when the bond pays a coupon, else blank	Modified duration times (1 + yield / coupon payments per year). Unit: years.
`convexity`	decimal	always filled	Yield convexity at the yield, to yield_date. Unit: years squared.
`dv01`	decimal	always filled	Price change for a basis point change in yield, per 100 of face value (modified_duration x dirty_price x 0.0001). Unit: price per 100 face.