CFA L1 Fixed Income: Yield-based Bond Duration: Measures and Properties
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Last updated 5:29 PM on 2/26/26
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12 Terms
1
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What does the yield-based bond duration assume?
2
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ModDur formula (memorize!)
3
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Percent change in pv full formula (memorize!)
4
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Approximate ModDur (memorize!)
5
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Money duration formula (memorize!)
6
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Change in present value full formula, using money duration (memorize!)
7
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PVBP Formula (memorize!)
8
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What is a zero coupon bond’s MacDur?
9
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What is a perpetuity MacDur?
10
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What is a floating rate note’s MacDur?
11
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MacDur graph based on perpetuity, zero coupon bonds, premium bonds, and discount bonds
12
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MacDur rates change when?
Everyday
