See Also: Effective duration(finance)
Effective duration(money)
Duration(finance)
duration(dictionary)
duration(dictionary)
Duration(medicine)
Duration(money)
Macaulay duration(money)
Modified duration(money)
duration tetany(medicine)

Weisswurst (iou) and Effective duration (finance)


Weisswurst (iou)



Weisswurst noun. M20.
[German, from weiss white + Wurst sausage.]
(A) whitish German sausage made chiefly of veal.

Effective duration (finance)


The duration calculated using the approximate duration formula for a bond with an embedded option, reflecting the expected change in the cash flow caused by the option.