Macaulay duration

Macaulay duration
The weighted-average term to maturity of the cash flows from the bond, where the weights are the present value of the cash flow divided by the price of the bond.

Macaulay duration
Definition: [crh] The weighted-average term to maturity of the cash flows from a bond, where the weights are the Definition: "/?rd=present+value"present value of the cash flow divided by the price.

macaulay duration
The earliest form of duration measurement. Developed in 1938 by Professor Frederick Macaulay, ...

Macaulay duration
A widely used measure of price sensitivity to yield
changes developed by Frederick Macaulay in 1938. It is measured in years and
is a weighted average-time-to-maturity of an instrument. The Macaulay ...

Macaulay duration Weighted average maturity.
maintenance margin A minimum balance for a margin account that, if breached, results in a margin call.

Macaulay Duration - Is the present value of all cash flows, both principal and interest, weighted by time. It is a measurement expressed in years which is generally less than the stated maturity. An exception occurs for zero coupon bonds.

Macaulay duration is the present value weighted-average term to maturity of a fixed income instrument expressed in years.

The Macaulay duration, often simply called the duration, of a bond is a measure of the average time it takes an investor to get their money (principal and interest).

The ratio of Macaulay duration to (1 + y), where y = the bond yield. Modified duration is inversely related to the approximate percentage change in price for a given change in yield.
Personal Finance Headlines
SEARCH: ...

See GoCurrency World Currencies Page & Currency Converter Macaulay Duration In 1938, Frederick R. Macaulay defined Duration as the total weighted average...

See: Morgan Stanley Capital International Macaulay duration The weighted-average term to maturity of the cash flows from the bond, where the weights are the present value of the cash flow divided by the price.

e modified Macaulay duration) so that both the coupon and maturity of the underlying Dow Jones CBOT Treasury Index components are taken into account. As a result, the Dow Jones CBOT Treasury index allows investors to easily compare return of U.S.

See also: Modified duration, Prepayment, Term to maturity, Banks, Principal payments