债券期限(bond duration) 债券的期限即在债券发行时就确定的债券还本的年限,债券的发行人到期必须偿还本金,债券持有人到期收回本金的权利得到法律的保...
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If, for example, you own a bond with a duration of four, then its value will go up about 4% if interest rates fall by a percentage point; the bond will lose about 4% if rates rise by one point.
举例来说,如果你持有的债券久期为4,那么利率下降1个百分点,该债券价值就会上升大约4%;而如果利率上升1个百分点,债券就会贬值4%。
Duration gap with the liability was the main factor affecting the bond portfolio allocation.
负债持续期缺口是影响债券组合配置的主要因素。
Based on the bond market of China, the interest rate sensitivity measurement for fixed and floating rate bonds are studied in this paper. The approaches used are Duration and Convexity respectively.
基于中国债券市场研究了固定利率和浮动利率债券的利率敏感性度量:久期和凸性。
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