Duration Definition & Meaning

duration  Effective duration calculates the expected price decline of a bond when interest rates rise by 1% The value of the effective duration will always be lower than Substantive duration · die Zeitdauer Pl : die Zeitdauern · duration · die Bearbeitungsdauer Pl : die Bearbeitungsdauern · duration · das Fortbestehen kein

The values in a duration array represent elapsed times in units of fixed length, such as hours, minutes, and seconds  Substantive duration · die Zeitdauer Pl : die Zeitdauern · duration · die Bearbeitungsdauer Pl : die Bearbeitungsdauern · duration · das Fortbestehen kein

Duration indicates the years it takes to receive a bond's true cost, weighing in the present value of all future coupon and principal payments  Modified Duration to Worst—Yield change calculated to the priced to worst date; generally used to reflect the behavioral characteristics of a bond as of a