Fisher-Weil duration calculates the present values of the relevant cashflows (more strictly) by using the zero coupon yield for each respective maturity.
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Bond duration - Wikipedia, the free encyclopedia ly 7% in value if the interest rate increased by one percentage point (say from 7% to 8%).[6]
Fisher-Weil Duration[edit]
Fisher-Weil duration is a refinement of Macaulay’s duration which takes into account the term structure of interest rates.<span>Fisher-Weil duration calculates the present values of the relevant cashflows (more strictly) by using the zero coupon yield for each respective maturity.[7]
Key Rate Duration[edit]
Key rate durations (also called partial DV01s or partial durations) are a natural extension of the total modified duration to measuring sensitivity to shifts
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