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%。
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.
同样,市政债券的久期也从8.1上升到8.3。
Similarly, the duration on municipal bonds has risen to 8.3 from 8.1.
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。
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。
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.
应用推荐