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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.

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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.