Duration drift

Duration Drift
Duration Drift definition :
Change in duration attributable tothe passage of time.
FTSE 100, S&P 500 All In One ...

DURATION DRIFT - A phrase used to describe the slow but inexorable change in duration that occurs with ...
DURATION DRIVERS - represent the amount of time required to perform an activity.

Duration drift
Change in duration attributable to the passage of time.
Duration
A common gauge of the price sensitivity of a fixed income asset or portfolio to a change in interest rates.

Goods that have a relatively lengthy life (television sets, radios, etc.).
Duration drift
Change in duration attributable to the passage of time.
Duration ...

See also: Sensitivity, Banks, Deed of Trust, Leasing, Invoice