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 ...
You can measure holding period return over very short time periods, such as days ... have to dispose of the investment on the end date to calculate your return. Beginning value is the amount ...
How to Calculate Key Rate Duration Key rate duration is calculated by applying small shifts to individual points on the yield curve and measuring the resulting change in a bond's price.