See Also: Effective duration(finance)
Effective duration(money)
Tight money or dear money(finance)
duration(dictionary)
Duration(medicine)
Duration(finance)
Duration(money)
duration(dictionary)
Modified duration(finance)
Mortgage duration(finance)

Reference (money) and Effective duration (finance)


Reference (money)


Definition: Collection of background information.







Effective duration (finance)


The 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.