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View Full Version : Duration of a bond


Virag
Mar 3, 2009, 10:10 PM
How to calculate duration of a bond?

walt17
Mar 4, 2009, 12:42 PM
Bonds are issued with a maturity date and the duration is fixed at issue. It could be 5 years, 30 years, or just about any other period the issuer chooses.

If you are referring to bonds purchased in the aftermarket, just subtract the purchase date from the maturity date.