Duration of inverse floater

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Duration of inverse floater.. any idea how to calculate?

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关键词：Duration floater inverse ration ATION Duration inverse floater

any idea

<p>check FRM handbook</p><p>replicate by combining two instruments</p><p>if i remember correctly you get 3 times the duration of one of the deals</p>

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Thx a lot! That great !

<p>Duration of fixed-rate bond = weighted average duration of floater&nbsp;and&nbsp;inverse floater.</p>

just check FRM handbook