std::chrono::duration -

std::chrono::duration - duration At a Glance · Duration measures the interest-rate sensitivity of a bond · Macaulay duration shows the weighted average time it will take for duration The duration is the difference in time between the start time and the end time of an operation minus non-working times

duration Duration definition: Continuance or persistence in time

duration The *DURATION function counts a month if the number of covered days is greater than or equal to the number of days in the End date month A Duration month is Duration helps investors understand how much a bond's price will change for a given change in interest rates Bonds with longer durations are more sensitive to