Annual Modified Duration in Financial Formulas

Annual Modified Duration is a measure of a bond’s price sensitivity to changes in interest rates, expressed on an annual basis. And is denoted by MD_Annual.

Financial formulas that make use of Annual Modified Duration

fxChange in Price of Full BondGo

FAQ

What is the Annual Modified Duration?

Annual Modified Duration is a measure of a bond’s price sensitivity to changes in interest rates, expressed on an annual basis.

Can the Annual Modified Duration be negative?

{YesorNo}, the Annual Modified Duration, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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