Bond type | Key year | Effective duration | ||||||
0.25 | 1 | 2 | 3 | 5 | 7 | 10 | ||
Coupon bond | 0.011 | 0.050 | 0.100 | 0.235 | 0.431 | 0.703 | 6.130 | 7.660 |
Callable bond | 0.012 | 0.051 | 0.103 | 0.240 | 3.240 | 0.893 | 1.039 | 5.577 |
Putable bond | 0.011 | 0.050 | 0.100 | 0.235 | 0.498 | 0.763 | 5.627 | 7.284 |
Game option bond | 0.012 | 0.051 | 0.103 | 0.240 | 3.317 | 0.938 | 0.549 | 5.209 |