[R-SIG-Finance] R-SIG-Finance Digest, Vol 49, Issue 13

Rory Winston rory.winston at gmail.com
Sat Jun 28 18:15:03 CEST 2008


No, it was a valid question. I think you are confusing bond "duration" 
with bond "maturity".

Rory.
> The duration of a bond is specified in the bond issue, it is not 
> calculated.  So perhaps your question is not as clear as you might like?
>
>



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