momo · 2024年01月01日
NO.PZ2023052301000048
问题如下：
True or false: Curve duration is a type of yield duration.
选项：
A.True
B.False
解释：
B is correct. The Macaulay, modified, and money duration measures, as well as the price value of a basis point, are all types of yield duration. The curve duration is not classified as a type of yield duration.
能解释下这道题吗，什么是curve duration
吴昊_品职助教 · 2024年01月01日
嗨，从没放弃的小努力你好：
1、简便记：curve duration只有effective duration，其他（Mod and Mac）都是yield duration
2、区别：
yield duration是价格对债券自身YTM的敏感性
Curve duration是价格对benchmarke yield curve的敏感性，用于含权债券
3、Curve duration 和 yield duration是两回事，不可能是a type of，所以题干错。
----------------------------------------------努力的时光都是限量版，加油！
Chinazdk · 2024年02月05日
这是考纲里的知识点吗?讲义里面没有吧?
NO.PZ2023052301000048 问题如下 True or false: Curve ration is a type of yielration. A.True B.False B is correct. The Macaulay, mofie anmoney ration measures, well the privalue of a basis point, are all types of yielration. The curve ration is not classifiea type of yielration. 这个是考点吗？没有印象有讲这个知识点。就是curve ration
NO.PZ2023052301000048 问题如下 True or false: Curve ration is a type of yielration. A.True B.False B is correct. The Macaulay, mofie anmoney ration measures, well the privalue of a basis point, are all types of yielration. The curve ration is not classifiea type of yielration. 1
