Effective duration

0.06 sec.

Effective duration

The duration calculated using the approximate duration formula for a bond with an embedded option, reflecting the expected change in the cash flow caused by the option. Measures the responsiveness of a bond's price - taking into account that expected cash flows will change as interest rates change due to the embedded option.

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effective age
Effective Annual Interest Rate
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effective date
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effective interest rate
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Effective Dose at 35%
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