About this document
Bond Duration Analysis and Chart by neilfmtukcom is a document available to read on EtoBox.
The document contains information about bond duration for bonds with various maturity periods from 1 to 30 years. It shows the duration, modified duration, dollar duration, and dollar value of duration (DV01) for bonds paying annual coupons of 5% with maturities of 1, 5, and 10 years. Duration increases as the time to maturity increases. For a 10-year bond, duration is 8.11 years, modified duration is 7.7217%, and dollar duration is $7,722.
- Author
- neilfmtukcom
- Language
- EN