Fisher-Weil duration is a refinement of Macaulay’s duration which takes into account the term structure of interest rates.
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Bond duration - Wikipedia, the free encyclopedia a 15-year bond with a Macaulay duration of 7 years would have a Modified duration of roughly 7% and would fall approximately 7% in value if the interest rate increased by one percentage point (say from 7% to 8%).
<span>Fisher-Weil duration is a refinement of Macaulay’s duration which takes into account the term structure of interest rates.Fisher-Weil duration calculates the present values of the relevant cashflows (more strictly) by using the zero coupon yield for each respective maturity.
Key Rate Duration
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