Modified Duration

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
Name (XML): modifiedDuration
Datatype (XML): Decimal
Name (JSON): modifiedDuration
Datatype (JSON): String
Name (CSV): MODIFIED_DURATION
Datatype (CSV): String
Guideline versions: 2, 2.1, 3
Associated Entities by Subset
5.85.8-Fund reporting
core Share
optional
Data Field Catalogue