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Glossary > M > "Macaulay duration" Definition

Macaulay duration

The weighted-average term to maturity of the cash flows from the bond, where the weights are the present value of the cash flow divided by the price.

The weighted-average term to maturity of the cash flows from a bond, where the weights are the present value of the cash flow divided by the price.

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Macaulay duration - The weighted-average term to maturity of the cash flows from the bond, where the weights are the present value of the cash flow divided by the price.

The weighted-average term to maturity of the cash flows from a bond, where the weights are the present value of the cash flow divided by the price.

Macaulay duration : the weighted-average term to maturity of the cash flows from the bond, where the weights are the present value of the cash flow divided by the price.

the weighted-average term to maturity of the cash flows from a bond, where the weights are the present value of the cash flow divided by the price.