FOR THE DURATION English meaning

duration Bond duration measures the sensitivity of a bond's price to changes in interest rates by calculating the weighted average time it takes to receive all

At a Glance · Duration measures the interest-rate sensitivity of a bond · Macaulay duration shows the weighted average time it will take for duration Determinants of Duration · Duration is inversely related to the bond's coupon rate · Duration is inversely related to the bond's yield to maturity