duration

الإنجليزية - التركية

تعريف duration في الإنجليزية التركية القاموس.: devam süresi; süre; sürek; zamanda süreklilik; (Sosyoloji, Toplumbilim) süre (bergson); devam, süreklilik, süreğenlik; süre, müddet; for the duration güç bir durumun sonuna kadar; {i} süreç; {i} devam; {i} süreklilik; (Dilbilim) uzunluk; zaman; etki süresi
duration of call: çağrı süresi
duration length: süre uzunluğu
duration length: süre
duration of heet: ısıma süresi
duration of partnership: ortaklığın süresi
duration length: süre, süre uzunluğu
duration of condition: koşulların varolma süreci
duration of heet: ışıma süresi
duration of stay: kalış süresi
duration (ms): (Bilgisayar) süre (ms)
duration clause: (Ticaret) devam klozu
duration compression: (Ticaret) süre sıkıştırma
duration gap: (Ticaret) süre boşluğu
duration minimum: minimum süre
duration minimum: minimum süre (uyku vb)
duration of a lawsuit: (Kanun) dava süresi
duration of an agreement: (Ticaret) bir sözleşmenin süresi
duration of an earthquake: (Çevre) deprem süresi
duration of call: cagri suresi
duration of dialysis: (Tıp) diyaliz süresi
duration of heat: ısıtma süresi
duration of military service: askerlik süresi
duration of punishment: (Kanun) ceza müddeti
duration of rain fall: yağış süresi
duration of testing: deney süresi
duration of testing: test süresi
duration time: (Nükleer Bilimler) kalma zamanı
combustion duration: yanma süresi
effective duration: (Askeri) etken süre
exposure duration: (Tıp) maruziyet süresi
flood duration: feyezan süresi
for the duration: (deyim) uzun süredir
for the duration: (deyim) uzun zamandır
possible sunshine duration: (Aydınlatma) olanaklı güneşlenme süresi
pulse duration: (Askeri) pals müddeti
pulse duration: (Askeri) pals süresi
setting duration: priz süresi
sunshine duration: (Aydınlatma) güneşlenme süresi
arc duration: ark süresi
line duration: satır süresi
account duration: hesap süresi
continuance; duration: devam; süresi
contract duration: sözleşme süresi
durations: süreler
for the duration: süre
run duration: uygulama zamanı, işlem süresi
undetermined duration: belirtilmemiş süre
call duration: cagri suresi
charging duration: şarj müddeti
daily duration curve: günlük akım zaman eğrisi
earthquake duration: deprem süresi
irrigation duration: sulama süresi
laser pulse duration: (Askeri) LAZER PALS SÜRESİ: Lazerden çıkan pals gücünün sürekli olarak azami değerinin yarısının üzerinde olduğu süre
limited duration: sınırlı süre
minimum duration: (Askeri) minimum süre
puff duration: nefes çekimi süresi
pulse duration: darbe süresi
pulse duration modulation: (PDM) darbe (vurum) sure kiplenimi
reps/duration: (Bilgisayar) yineleme/süre
visa duration: vize süresi

التركية - التركية

تعريف duration في التركية التركية القاموس.
DURAT: (Osmanlı Dönemi) Yellenme

الإنجليزية - الإنجليزية

تعريف duration في الإنجليزية الإنجليزية القاموس.: A measure of the sensitivity of the price of a financial asset to changes in interest rates, computed for a simple bond as a weighted average of the maturities of the interest and principal payments associated with it; The time taken for the current situation to end, especially the current war
Rationing will last at least for the duration.; An amount of time or a particular time interval; the period of time during which anything lasts; {n} continuance, time, length of time; continuance in time; "the ceremony was of short duration"; "he complained about the length of time required" the property of enduring or continuing in time the period of time during which something continues; A time-weighted-average, term-to-maturity of a bond or portfolio's cash flow It is generally used to measure the sensitivity of a bond price to interest rate changes The higher the duration the greater the expected price change for a given change in market interest rates For example, if a bond had a duration of 5 0, then a yield increase from 5 0% to 6 0% would result in a 5 0% decline in price The same yield increase of a security with a duration of 10 0 would result in a 10 0% decline in price If a security had a duration of 5 0, then a yield decrease from 5 0% to 4 0% would result in a 5 0% increase in price The same yield decrease of a security with a duration of 10 0 would result in a 10 0% increase in price; The average life of your fixed income investment A ten year bond is not exactly a ten year bond All the interest payments shorten the average term The bigger the interest payments, the shorter the duration For a zero coupon bond, maturity and duration are the same since there are no cash flows to worry about This term is used in measuring risk; the property of enduring or continuing in time the period of time during which something continues; A measure of the average life of a bond It is the weighted average of the times until each payment is made, with the weights proportional to the present value of the payment; A measure of a bond price's sensitivity to a 100-basis point change in interest rates A duration of 8 would mean that, given a 100-basis point change up/down in rates, a bond's price would move up/down by 8%; The weighted average of the remaining maturity of the cash flows (discounted to present value) scheduled to be received under the instrument Duration is a calculation that seeks to measure the price sensitivity of a bond or a bond fund to changes in interest rates It measures bond price sensitivity to interest rate changes more accurately than maturity because it takes into account the time value of cash flows generated over the bond's life; The length of time during which water stands at or above the soil surface (inundation), or during which the soil is saturated As used herein, duration refers to a period during the growing season; The period of time from the start of an eruption to the end of that eruption; A measurement of the change in the value of an instrument in response to a change in interest rates It is the primary basis for comparing the effect of interest rate changes on prices of fixed-income instruments; The expected life of a fixed-income security considering its coupon yield, interest payments, maturity, and call features As market interest rates rise, the duration of a financial instrument decreases See Macaulay duration; A measure of the price sensitivity of fixed-income securities for a given change in interest rates; The duration of an event or state is the time during which it happens or exists. He was given the task of protecting her for the duration of the trial Courses are of two years' duration; the property of enduring or continuing in time; Used in Summary to denote the length of a period of time in seconds For example, the duration of a Gap in Service is listed in hours: minutes: seconds; The state or quality of lasting; continuance in time; the portion of time during which anything exists; Duration is a measure of interest rate risk The greater the duration of a bond, or a portfolio of bonds, the greater its price volatility will be in response to a change in interest rates A bond's duration is inversely related to interest rates and directly related to time to maturity; If you say that something will happen for the duration, you mean that it will happen for as long as a particular situation continues. His wounds knocked him out of combat for the duration. the length of time that something continues (durare ); continuance in time; "the ceremony was of short duration"; "he complained about the length of time required"; ~ The weighted maturity of a fixed-income investment's cash flows, used in the estimation of the price sensitivity of fixed-income securities for a given change in interest rates; A measure of a bond's price sensitivity to changes in interest rates; the period of time during which something continues; A measure of a security’s price sensitivity to changes in interest rates Securities with longer durations are more sensitive to changes in interest rates than securities of shorter durations; A measure of the interest rate sensitivity of a bond (or fixed-income portfolio) incorporating time to maturity and coupon size The bigger the duration number, the greater the interest rate risk; {i} period of time that something continues; (Also known as adjusted duration ) A measure of a bond fund's pricesensitivity to interest rates The longer the duration, the more sensitive abond's price will be to changes in interest rates A bond fund's portfoliomanager uses a weighted average adjusted duration to reflect the durationsof the fund's holdings, and adjusts the fund's duration according to how heor she expects interest rates might move; Duration measures bond price volatility by calculating the weighted average term-to-maturity of a bond's cash flows, where the weights are the present value of each cash flow as a percentage of the bond's full price Duration rises with maturity, falls with the frequency of coupon payments, and falls as current yields rise (higher yields reduce the present value of the cash flows) σ [(t) (PVcf)]; Duration A mathematical measure (Macaulay method) of how quickly an investor recovers his or her investment Bonds of similar duration will have the similar price movements for a given move in interest rates The resulting figure is a measure of the volatility risk associated with owning the bond If a bond's duration is 4 5 years, the price of the bond will fall 4 5% for a 1% rise in interest rates Effective Duration takes into account any calls, puts, or other options of the security Modified Duration does not take these into account; A measure of the relative volatility of a bond; i e the price change of a bond for a given change in the interest rate Duration is measured in units of time It includes the effects of time until maturity, cash flows and the yield to maturity; A way to measure part of the risk in a bond or bond fund Duration tells you how long it will take to recoup your principal It's a complicated calculation, so you'll have to get the number from your fund company or bond dealer, but it makes for a handy way to judge interest rate risk If a bond or a bond fund has a duration of seven years, a 1% drop in interest rates will raise its value by 7%, while a 1% rise in interest rates will lower its price by 7% The greater the duration of a bond, the greater its percentage volatility In general, duration rises with maturity and falls with the frequency of coupon payments See "Bond Funds " BACK TO TOP; A measure of the sensitivity of a bond’s price to changes in interest rates, expressed in years Each year of duration represents an expected one percent change in the price of a bond for every one percent change in interest rates The longer a bond’s duration, the greater the effect of interest-rate movements on its price Typically, funds with shorter durations perform better in rising-rate environments, while funds with longer durations perform better when rates decline; A numerical measure of the price change of a bond due to a change in its yield to maturity Duration summarizes the various characteristics that cause bond prices to fluctuate in response to interest rate changes The lower the duration number, the less change that can be expected in a bond's price; A measure of the price sensitivity of a financial instrument to changes in interest rates; The greater the duration of a bond, the greater its price volatility with respect to interest rate changes; Average time to receipt of Present Value of cashflows; du; standing; durancy; durance; length
Happiness makes up in height for what it lacks in length.
Modified Duration: (Finans) A formula that expresses the measurable change in the value of a security in response to a change in interest rates
durations: plural of duration
for the duration of: during the time of, for the rest of