yeah.

來源: 於 2024-10-23 09:40:54 [舊帖] [給我悄悄話] 本文已被閱讀：次

The longer the duration, the higher impact from yield fluctuation

For example, if yield move by 1%,

10Y Bond will channge 10% ?

20Y Bond price will change 20%

30Y Bond price will change 30%

I am generalizing it to highlight the basic principals. There is a well specified formular to convert yield and maturity duration into bond price