DURATION Definition & Meaning

Duration - duration Key Highlights · Duration is a way of measuring the interest rate risk of an individual or portfolio of fixed income securities · Pure, or Macaulay duration, duration Duration class A span of time, such as 27 days, 4 hours, 12 minutes, and 3 seconds A Duration represents a difference from one point in time to another The

duration Creating a duration Construct a Duration by adding attoseconds to a seconds value Construct a Duration given a number of seconds represented as a