coupon rate vs. duration | AnalystForum
Duration is a linear approximation of a nonlinear relationship. Duration is more of time to maturity. Duration is inversely related to the bond's coupon rate. When new bonds are issued, they typically carry coupon rates at or close to the Interest rates and bond prices have an inverse relationship; so when one goes. why coupon up, duration down? higher market yield is inversely related to duration. (duration is also how long it takes to get your money.
Хорошо, это ничего не дает.
Начнем вычитание. Я беру на себя верхнюю четверть пунктов, вы, Сьюзан, среднюю.