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InvestHub.com's
Finance Dictionary and Glossary of Investment Terms

Macaulay Duration  

Definition 1.

The weighted-average term to maturity of the cash flows from a bond. The weight of each cash flow is determined by dividing the present value of the cash flow by the price.
 

Definition 2.

The weighted-average term to maturity of a bond's cash flows. The weighting is based on the present value of each cash flow divided by the price. This is one of two ways to calculate duration, the other being modified duration.
 

Definition 3.

The weighted-average term to maturity of the cash flows from a bond, where the weights are the present value of the cash flow divided by the price.
 
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