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Bond Duration
A measure of a bond's sensitivity to interest rate changes, expressed as a weighted average time to receive cash flows; longer duration means greater price sensitivity.
What is Bond Duration?
A measure of a bond's sensitivity to interest rate changes, expressed as a weighted average time to receive cash flows; longer duration means greater price sensitivity.
About this page. Written by Associate Professor Charles Lo, CPA, PhD. Checked against reliable sources before publication. No ads and no paywall. Editorial standards · How we fact check · Corrections log · Report an error
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