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 Glossary   >   D   >   "Duration" Definition   

        Duration

A common gauge of the price sensitivity of a fixed income asset or portfolio to a change in interest rates.

The measure of the price sensitivity of a fixed-income security to an interest rate change of 100 basis points. Calculation is based on the weighted average of the present values for all cash flows.

Duration
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Duration - A common gauge of the price sensitivity of a fixed income asset or portfolio to a change in interest rates.

The measure of the price sensitivity of a fixed-income security to an interest rate change of 100 basis points. Calculation is based on the weighted average of the present values for all cash flows.


Duration : a common gauge of the price sensitivity of a fixed income asset or portfolio to a change in interest rates.

the measure of the price sensitivity of a fixed-income security to an interest rate change of 100 basis points. calculation is based on the weighted average of the present values for all cash flows.