Duration & Convexity - Fixed Income Bond Basics

Duration is the number of years for which the bond's sensitivity to the changes in the interest rates is measured Specifically, it measures the

Duration is an imperfect way of measuring a bond's price change, as it indicates that this change is linear in nature when in fact it exhibits a sloped or “

duration Utilities for controlling the duration of CSS transitions

duration Effective Duration Effective duration further refines the modified duration calculation and is particularly