Skip to main content
Skip table of contents

2.6.6 Index duration

The average duration of the index is calculated as the weighted average modified duration of all the assets in the index.


where:

 is the modified duration of asset i at time t.
 represents the index weight of asset i at time t.

JavaScript errors detected

Please note, these errors can depend on your browser setup.

If this problem persists, please contact our support.