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。
This paper uses some indexes such as PVBP, duration and convexity to measure volatilities of government bond prices in Shanghai Stock Exchange and Interbank Market.
本文选用了基点价格值、久期与凸性等指标对上海证券交易所与银行间市场国债价格的波动性进行测度。
The authors suggest to control the sharpness and duration of the saw blade by alternating the metal bond matrix formula as well as the grit size and strength of the diamond.
提出通过改变配方中的金属粉比例及金刚石的粒度、强度来调节刀头的锋利性和耐用度。
Hence, the duration of the inverse floater exceeds the duration of the underlying fixed-rate bond.
因此，逆向浮动利率证券的存续期就大于其基础的固定利率债券的存续期。
Echoing the discussion in Chapter III, one noticeable feature is the relative underdevelopment of corporate bond markets, including securities of long duration.
对应第三章的阐述，一个明显的特点是，各种公司债券市场都相对地欠发达，包括各种长期间的证券。
Echoing the discussion in Chapter III, one noticeable feature is the relative underdevelopment of corporate bond markets, including securities of long duration.
对应第三章的阐述，一个明显的特点是，各种公司债券市场都相对地欠发达，包括各种长期间的证券。
应用推荐