Duration Definition and Its Use in Fixed Income Investing

Duration Definition and Its Use in Fixed Income Investing duration Duration definition: Continuance or persistence in time duration The monotonic clock reading exists only in Time values It is not a part of Duration values or the Unix times returned by and friends Note that the Go

duration As the table below shows, the shorter a bond's duration, the less volatile it is likely to be For example, a bond with a one-year duration would only lose 1%

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