{
      "tool_id": "art-330-tvm-dv01",
      "tool_version": "1.0.0",
      "display_name": "Bond DV01 (Price Value of a Basis Point)",
      "mcp_name": "compute_dv01",
      "mandate_type": "analytics_mandate",
      "wave": 57,
      "gpu": false,
      "url": "https://ainumbers.co/chaingraph/art-330-tvm-dv01.html",
      "description": "DV01 / price value of a basis point for a standard even-period bullet bond, computed by full central-difference reprice at yield plus and minus a declared basis-point shock, not the linear modified-duration approximation. Stays accurate for large coupons or short maturities where the linear approximation drifts. Same bond schedule builder as compute_bond_duration.",
      "input_schema_ref": "chaingraph/art-330-tvm-dv01.html#manifest",
      "consumes": [
        "art-329-tvm-bond-duration"
      ],
      "feeds": [],
      "status": "live",
      "conformance_fixtures": true,
      "compute_capability": "server",
      "compute_images": [{"system":"sha256-source","image_id":"sha256:76262e8984a1549f9ff95eb1312333c269fc15afbeb9c2f7fc6a7364393ef966","valid_from":"2026-07-10"},{"system":"risc0","image_id":"sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6","valid_from":"2026-07-16"}],
      "export_capability": [
        "json"
      ],
      "compute_proof_ready": "ready",
      "compute_proof": {
        "type": "ZkVmReceipt",
        "system": "risc0",
        "receiptFormat": "groth16-bn254",
        "imageId": "sha256:a1a0bc89b5b1febaeda3519f6dbade0fa5ac16beeb143c4e1b01689573567bc6",
        "seal": "DDq+++Ouc5jJdYha0F1UTljYTvGl5sTdwgijg4fwOLcBkR+M8M0K8PoTwzcRuYN4iw6mYMutvRa1dIArFgz0kQacr7OmZKJmJvXc7mPM9gwqo2TLLEgCa5VWt8FuA7AWCh3U6x4tL2K0d7AEEVCrdmkFaQX0Tu6pvA7x3pqLwMwbZE1aM35lZSA0VxX1prFxqenArcIvytLwrZoOHiAqRQiw/L8dCli5P85GSoy9tPqztWb9kJnvTlQkzLcCJEUOABuMNqhJBGMOOnimIFSYYWqcFvVvUWRBEmfJ5pCbhP0ZiJrPnVAeqvWoXlR6DCXxm/fxBmk//IdHx+wWC3Cz3g==",
        "journal": {
          "chaingraph_version": "0.4.0",
          "kernel_digest": "sha256:76262e8984a1549f9ff95eb1312333c269fc15afbeb9c2f7fc6a7364393ef966",
          "output": {
            "coupon_rate_pct": 6,
            "dv01": 0.385356,
            "face_value": 1000,
            "method": "central_difference_full_reprice",
            "note": "DV01 computed by full central-difference reprice at yield +/- shock_size_bp basis points (default 1bp), not the linear modified-duration approximation, so it stays accurate for large coupons or short maturities. Same even-period bullet-bond schedule as compute_bond_duration (no odd first coupon / stub support, declared limitation).",
            "periods_per_year": 2,
            "price": 918.89,
            "price_down_shock": 919.28,
            "price_up_shock": 918.51,
            "regulatory_basis": "DV01 / price value of a basis point (PVBP), standard fixed-income risk measure (Fabozzi, Bond Markets)",
            "shock_size_bp": 1,
            "years_to_maturity": 5,
            "ytm_pct": 8
          }
        }
      }
    }