bondduration

In finance, the duration of a financial asset that consists of fixed cash flows, such as a bond, is the weighted average of the times until those fixed cash ...

Duration is a measurement of a bond's interest rate risk that considers a bond's maturity, yield, coupon and call features. These many factors are calculated ...

Bond duration is a fundamental concept in fixed-income investing. It measures the sensitivity of a bond's price to changes in interest rates by calculating the ...

Duration measures the sensitivity of a bond, or a portfolio of bonds, to changes in interest rates (interest rate risk). Duration calculations are used ...

Duration refers to the price sensitivity of a bond, or a portfolio of bonds, to a change in interest rates. It is measured in years. The higher the duration ...

Therefore, the value of shorter-duration bonds (1 year) is much less sensitive to interest rate changes than bonds with longer durations (10 or 30 years).

2023年2月7日 — Bond duration is a measurement that tells us how much a bond's price might change if interest rates fluctuate. Its full definition is actually a ...