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What is Case Study about?

The document presents two examples of calculating the duration of cash flows from bonds, demonstrating how to derive the weighted average term to maturity. In the first example, the maturity is calculated as 1.88525, while in the second example, it is 2. Key factors influencing duration include the amount of cash flow, time to maturity, coupon rate, and yield to maturity (YTM).

Author

Jiayuan Tian

Language

EN