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GLOSSARY: Enter search term:
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Glossary Term: DURATION

Definition(s) for DURATION:


1. ) refers to a weighted average of the cash flows for a fixed income instrument, expressed in terms of time.

2. ) refers to the sensitivity of the value of a security to changes in interest rates. The duration of a financial instrument is the expected percentage change in its value in the event of a change in interest rates of 100?basis points.


See Also:
ADJUSTED DURATION, DURATION DRIFT, EFFECTIVE DURATION, EMPIRICAL DURATION, KEY RATE DURATION, MACAULAY DURATION, MODIFIED DURATION, NEGATIVE DURATION, OPTION-ADJUSTED DURATION, PARTIAL DURATION, POSITIVE DURATION, DOLLAR DURATION, MACAULAY DURATION, MODIFIED DURATION


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