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#bonds #duration #finance

Key rate durations (also called partial DV01s or partial durations) are a natural extension of the total modified duration to measuring sensitivity to shifts of different parts of the yield curve. Key rate durations might be defined, for example, with respect to zero-coupon rates with maturity '1M', '3M', '6M', '1Y', '2Y', '3Y', '5Y', '7Y', '10Y', '15Y', '20Y', '25Y', '30Y'.

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**Bond duration - Wikipedia, the free encyclopedia**

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.[7] Key Rate Duration[edit] <span>Key rate durations (also called partial DV01s or partial durations) are a natural extension of the total modified duration to measuring sensitivity to shifts of different parts of the yield curve. Key rate durations might be defined, for example, with respect to zero-coupon rates with maturity '1M', '3M', '6M', '1Y', '2Y', '3Y', '5Y', '7Y', '10Y', '15Y', '20Y', '25Y', '30Y'. Ho (1992) [8] introduced the term key rate duration. Reitano covered multifactor yield curve models as early as 1991 [9] and has revisited the topic in a recent review.[10] Key rate dura

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.[7] Key Rate Duration[edit] <span>Key rate durations (also called partial DV01s or partial durations) are a natural extension of the total modified duration to measuring sensitivity to shifts of different parts of the yield curve. Key rate durations might be defined, for example, with respect to zero-coupon rates with maturity '1M', '3M', '6M', '1Y', '2Y', '3Y', '5Y', '7Y', '10Y', '15Y', '20Y', '25Y', '30Y'. Ho (1992) [8] introduced the term key rate duration. Reitano covered multifactor yield curve models as early as 1991 [9] and has revisited the topic in a recent review.[10] Key rate dura

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