Duration Definition and Its Use in Fixed Income Investing

Duration Definition and Its Use in Fixed Income Investing duration std::chrono::duration Class template std::chrono::duration represents a time interval It consists of a count of ticks of type Rep and a tick duration duration and convexity and in the next two chapters we will look at the duration and convexity of bonds with embedded options DURATION The most obvious

duration Duration Clear Search Browse Terms By Number or Letter: A common gauge of the price sensitivity of a fixed income asset or portfolio to a change in interest