KRD


The column titled #KRD in the table associated with the key
Detailsis read-only and contains elements of type Number.
Each element represents the iᵗʰ KRD value Dᵢ calculated as Dᵢ = (Pᵢ⁻ - Pᵢ⁺)/(2ΔP), where Δ is the one-sided continuously compounded zero rate parallel shift and P is the unshifted dirty bond price.
More details at
KRD Rep