Значение слова "DURATION DRIFT" найдено в 1 источнике

DURATION DRIFT

найдено в "Financial and business terms"

A phrase used to describe the slow but inexorable change in duration that occurs with the passage of time. Measurements of duration must be regularly recalculated because of duration drift. American Banker Glossary
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Change in duration attributable to the passage of time. Bloomberg Financial Dictionary


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