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duration |
Also found in: Wikipedia | 0.17 sec. |
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Duration The measure of the price sensitivity of a fixed-income security to an interest rate change of 100 basis points. Calculation is based on the weighted average of the present values for all cash flows. Notes: Duration is measured in years however, do not confuse it with a bond's maturity. For all bonds, duration is shorter than maturity except zero coupon bonds, whose duration is equal to maturity. Duration A common gauge of the price sensitivity of a fixed income asset or portfolio to a change in interest rates.
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