Returns the percentage change of the bonds price by a small parallel shift of the interest rate curve which the bonds depends on.
public double PercentagePriceChange( doubledeltaYield, doubleduration );
Parameters
deltaYield
The small parallel shift (in absolute terms) of the interest rate curve. That is, if the implied 3 month yield is 3.5 percent, and the 6 month yield is 3.7 percent then a parallel shift of 0.1, would result in a 3 month yield of 3.6 percent and a 6 month yield of 3.8 percent.
duration
The duration of the bond.
Remarks
Note that the returned percentage change is expressed in decimal format
(i.e. 1 percent = 0.01).