Duration of Copyright - ACC - INFO023

Duration of Copyright - ACC - INFO023 duration Duration is an imperfect way of measuring a bond's price change, as it indicates that this change is linear in nature when in fact it exhibits a sloped or “ duration What is the Macauley duration? Macaulay duration helps investors find the present value of a bond's future coupon payments and value at maturity

duration Modified Duration to Worst—Yield change calculated to the priced to worst date; generally used to reflect the behavioral characteristics of a bond as of a

duration 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, The eighth method, , obtains a duration from a number of days Each day is 86400 seconds which implies a 24 hour day Here, the nanoseconds is set to zero