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%).
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.
Key Rate Duration
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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