Based on the bond market of China, the interest rate sensitivity measurement for fixed and floatingratebonds are studied in this paper. The approaches used are Duration and Convexity respectively.
基于中国债券市场研究了固定利率和浮动利率债券的利率敏感性度量:久期和凸性。
2
There are many types of bonds, the most common of which are fixed ratebonds and floatingrate notes (FRNs).