DURATION function

At a Glance · Duration measures the interest-rate sensitivity of a bond · Macaulay duration shows the weighted average time it will take for

The transition-duration CSS property sets the length of time a transition animation should take to complete By default, the value is 0s,

duration Table 1 below compares measures of duration for bonds with maturities varying from 1 year to 30 years Duration is based on 8% par fixed-coupon bonds We

duration () returns the DURATION value equal to the difference in whole months, quarters or years between the two given instants