| Name | Type | Description | Notes |
|---|---|---|---|
| basePointValue | Number | Base point value, which is the change of the debt instrument's price for a one base point change (nominally, not relatively) of the prevailing market interest rate. One base point is equivalent to 0.01 percent (1/100 of a percent). The unit of the base point value is the value unit of the notation (see attribute `valueUnit`), thus the values are not comparable if notations with different value units are among the results. | [optional] |
| modifiedDuration | Number | Modified duration, which is the percentage change of the debt instrument's price for a one percent change (nominally, not relatively) of the prevailing market interest rate. | [optional] |
| elasticity | Number | Yield elasticity, which is the ratio of the percentage change of the debt instrument's price for a one percent change (relatively, not nominally) of the prevailing market interest rate. | [optional] |
| convexity | Number | Convexity, which is a measure for the change of the modified duration as the prevailing market interest rate changes. | [optional] |