Perpetual bonds have no maturity date, allowing them to pay interest indefinitely, making them appealing for long-term income. They come in different types, such as government and corporate bonds, ...

When professional investors discuss the credit market, a term that often arises is duration, which is used to measure the sensitivity of a bond’s trading price to changes in interest rates ...

Key rate duration measures a bond’s sensitivity to shifts in interest rates at specific maturity points along the yield curve. Unlike traditional duration metrics, which assume parallel interest rate ...

In November, my colleague Eric Jacobson published a Fund Spy article entitled "Bond Duration: An Art, Not a Science." In it, Jacobson listed the imperfections of duration as the predictor of how a ...

Bond duration describes the average time period before all the cash flows are received from a bond. Most importantly, it defines how the bond's price will change with increases or decreases in ...

Modified duration measures price sensitivity to interest rate changes. The calculation for modified duration is relatively straightforward. Modified duration is important for investors in determining ...

As interest rates begin to soften, fixed income investors are increasingly revisiting the role of bond duration in shaping portfolio returns. In an insightful conversation, Gautam Kaul, Senior Fund ...

With government bond yields at historic lows in the UK and US, many managers are taking short duration bonds to manage risk and enhance performance in the belief that yields have nowhere to go but up.

Use our calculator to compare the returns from investing in U.S. savings bonds. Many, or all, of the products featured on this page are from our advertising partners who compensate us when you take ...