Duration Home® Interior Acrylic Latex Paint - Sherwin-Williams

The duration of a bond is a linear approximation of minus the percent change in its price given a 100 basis point change in interest rates

The length of the duration is stored using two fields

duration duration and convexity and in the next two chapters we will look at the duration and convexity of bonds with embedded options DURATION The most obvious

duration The eighth method, , obtains a duration from a number of days Each day is 86400 seconds which implies a 24 hour day Here, the nanoseconds is set to zero