
ID: | F-423 |
---|---|
Technical name: | modifiedDuration |
Functional description: | Modified duration: Change in the price of the security in percent if the market rate changes by one percentage point |
Datatype: | Decimal |
Example: | 1.5 |
Name (XML): | modifiedDuration |
Datatype (XML): | Decimal |
Name (JSON): | modifiedDuration |
Datatype (JSON): | number |
Example (JSON): | 1.5 |
Name (CSV): | MODIFIED_DURATION |
Datatype (CSV): | String |
Example (CSV): | "1.5" |
Guideline versions: | 2, 2.1, 3, 3.1 |
Associated Entities by Subset | |
5.8 | 5.8-Fund reporting |
core | Share |
optional |