Bond duration

（重定向自Macaulay Duration）

Looking up at a computerized stocks-value board at the Philippine Stock Exchange

In finance, the duration of a financial asset that consists of fixed cash flows, for example a bond, is the weighted average of the times until those fixed cash flows are received. When an asset is considered as a function of yield, duration also measures the price sensitivity to yield, the rate of change of price with respect to yield or the percentage change in price for a parallel shift in yields.

单词	Macaulay Duration
释义	Macaulay Duration 英语百科 Bond duration （重定向自Macaulay Duration） In finance, the duration of a financial asset that consists of fixed cash flows, for example a bond, is the weighted average of the times until those fixed cash flows are received. When an asset is considered as a function of yield, duration also measures the price sensitivity to yield, the rate of change of price with respect to yield or the percentage change in price for a parallel shift in yields.
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