duration

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What is the Macauley duration? Macaulay duration helps investors find the present value of a bond's future coupon payments and value at maturity

About Creates a duration value from numbers representing days, hours, minutes, and seconds  Duration is a measure of price sensitivity for a fixed income instrument and quantifies the sensitivity of the price of a fixed-income investment to a small

โชคดี 99 เครดิต ฟรี 100 The length of the duration is stored using two fields You'd be forgiven for thinking that duration refers to the length of bond In fact, duration measures the sensitivity of a bond, or a portfolio of bonds,