Meaning Effective duration
What does Effective duration mean? Here you find 6 meanings of the word Effective duration. You can also add a definition of Effective duration yourself
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Effective durationThe duration calculated using the approximate duration formula for a bond with an embedded option, reflecting the expected change in the cash flow caused by the option. Measures the responsiveness of [..]
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Effective durationThe sensitivity of a bond's price to a change in a benchmark yield curve; duration adjusted to account for embedded options.
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Effective durationDefinition The duration for a bond with an embedded option when the value is calculated to include the expected change in cash flow caused by the option as interest rates change. This measures the res [..]
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Effective durationThis statistic provides a measure of the sensitivity of the Fund’s price to changes in interest rates and is calculated as the weighted average of the individual blond effective durations. Effective d [..]
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Effective durationis a calculation used to approximate the actual, modified duration of a callable bond. It takes into account that future interest rate changes will affect the expected cash flows for a callable bond.
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Effective durationThe duration calculated using the approximate duration formula for a bond with an embedded option, reflecting the expected change in the cash flow caused by the option. Measures the responsiveness of [..]
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