Definitions for **"Duration"**

A measure of the sensitivity of a bond price to changes in interest rates. There are a number of different ways in which duration can be expressed. E.g. Macaulay duration is measured in years, whereas modified duration is an absolute figure.

The duration is a measure of the average time it takes a bondgolder to get their money (both principal and interest).... more on: Duration

A measure of bond volatility, expressed in years, which is similar to average life; average time (in years) necessary to receive the present value of all future payments (coupon plus principal repayment), where each cash flow is discounted by the security's yield to maturity.

A way to measure part of the risk in a bond or bond fund. Duration tells you how long it will take to recoup your principal. It's a complicated calculation, so you'll have to get the number from your fund company or bond dealer, but it makes for a handy way to judge interest rate risk. If a bond or a bond fund has a duration of seven years, a 1% drop in interest rates will raise its value by 7%, while a 1% rise in interest rates will lower its price by 7%.

A weighted average of the cash flows for a fixed income instrument, expressed in terms of time. Embedded Derivatives ( see also Structured Notes) Derivative contracts that exist as part of securities.

A measure of price volatility. In mortgage-backed securities trading, a measure of an instrument's price sensitivity to changes in yields.

A measure of the timing of the cash flows ( i.e., the interest payments and the principal repayment) to be received from a given fixed income security. The duration of the security is equal to (a) the sum of the present values of each of the cash flows weighted by the time to receipt of each cash flow, divided by (b) the total of the present values of the cash flows. The duration of a security is a useful indicator of its price volatility for given changes in interest rates. Duration is also a useful concept in assessing the reinvestment risk associated with a given portfolio or the interest rate risk associated with matching particular interest-rate-sensitive assets and liabilities. Compare: CONVEXITY.

Referring to a bond or other fixed rate investment: the number of years it would take to receive the present value of future payments, including both interest and principal, from the bond.

A measure of the price sensitivity of a financial instrument to changes in interest rates; The greater the duration of a bond, the greater its price volatility with respect to interest rate changes; Average time to receipt of Present Value of cashflows

The measure, expressed in years, of a fixed-income security's price sensitivity to changes in interest rates.

An estimate of the volatility or sensitivity of the market price of a bond to changes in interest rates-it measures the weighted average time until cash flow repayment.

Gauge of price sensitivity to interest rates. Expressed in years, duration shows the weighted average time for an investor to realize the currently stated yield.

The change in value of a fixed income security resulting from a 1% change in interest rates. Stated in years (i.e. a 5 year duration means the bond will fall about 5% in value if interest rates rise by 1%). Or more generally, a period of time.

A measure of how much a bond's price inversely fluctuates with changes in prevailing interest rates.

The change in the value of a fixed income security that will result from a 1% change in interest rates. Duration is stated in years. For example, a 5 year duration means the bond will decrease in value by 5% if interest rates rise 1% and increase in value by 5% if interest rates fall 1%.

A measure of the sensitivity of bonds to changing interest rates. Duration takes into account not only the redemption date but also the dates on which interest (coupon payments) are paid and the amount at such interest. Duration is an important measure of the interest rate sensitivity of a fixed interest portfolio and a more sophisticated measure of the maturity of the holdings in that portfolio.

The measure, expressed in years, that reflects the weighted maturity of a fixed income investment's cash flows. Duration is used in determining the sensitivity of a bonds price performance with respect to changes in the interest rate environment. EXTRAORDINARY REDEMPTION A redemption provision that occurs under an unusual circumstance such as a natural disaster, the destruction or condemnation of the facility that has been financed, or a change in the tax code. FACE VALUE The par value of a bond that appears on the face of the instrument, representing the amount that the issuer promises to repay at maturity; also, the amount on which the annual interest due is computed.

Measure of the sensitivity of a bond or bond fund to changes in interest rates. The lower the duration, the less sensitive a bond or bond fund is to interest rate changes.

Expressed in years, duration is a measure of how sensitive a bond or bond fund's price is to interest-rate changes. Generally, the shorter the duration, the less sensitivity to changes.

Represents the weighted average term to maturity of Bond cash flows (coupon and principal maturity) expressed in present value terms. This measure is generally used to reflect the sensitivity of a bond's price to changes in interest rates.

This is a tool used to calculate the average holding period of the assets in a debt scheme, and can help, particularly Modified Duration, in estimating the sensitivity of a fund to incremental yield movements.

A maturity measure which accounts for the dates on which interest is paid and the amount of interest along with the redemption date. It is the time-weighted present value of all cash flows divided by the bond price.

An increasingly popular measurement of the volatility (risk) of bond or bond fund prices relative to changes in interest rates. More complex than simply knowing that long-maturity bonds are more volatile than short-maturity bonds, duration is calculated by considering the present values of future cash flows from the bond, combining the size of the bond's coupon with the time to maturity. Two thirty-year bonds, for instance, with different coupons, will have different durations. (see also Average Maturity)

Duration as measured by the actual changes in a security's price.

The weighted-average time (in years) to maturity where the weights are the present values of all future cashflows. Duration is a measure of price sensitivity, where a security with a duration of 1 will appreciate or depreciate 1% given a 100 basis point change in yield.

Macaulay duration that has been modified to measure the price sensitivity of a fixed-income security to small changes in yield. Cash flows from the security are assumed to be interest-rate independent.

The weighted maturity of a fixed-income investment's cash flows, used in the estimation of the price sensitivity of fixed-income securities for a given change in interest rates.

The weighted average term to maturity of all the cash flows of a bond or bond portfolio where the weights are the present values of the cash flows.

Duration is a measure of a bond price's volatility resulting from changes in interest rates. Roughly speaking, all things being constant (no currency movements, no credit loss etc), a duration of 6.2 years means that a 1% rise in bond yields will result in a 6.2% capital loss on a fund, and conversely, a 1% fall in bond yields will result in a 6.2% capital gains for a fund.

A measure of bond price sensitivity to yield changes, expressed in years. The higher the duration, the greater the price sensitivity. Higher duration bonds tend to outperform in a rising market and underperform in a bear market. Duration is similar to, but much more precise than average life. The original method of calculation was devised by Frederick Macaulay in 1938. (c.f. Adjusted duration).

This is a measure of the dollar-weighted average time until receipt of all cash payments from a fixed-income security expressed in years. "Macauley duration" is simply the average time to receipt of all the scheduled interest and principal payments on a bond. "Modified duration" adjusts the Macauley duration to accurately measure how much a bond's price can be expected to fall if interest rates rise by a certain percentage, or vice versa.

A measure of bond price volatility, it captures both price and reinvestment risks to indicate how a bond will react to different interest rate environments.

measure of the sensitivity of a portfolio to movements in market yields by determining the time-weighted average of the present values of all future cash flows of a security or a portfolio, discounted at current interest rates.

Time-weighted present value of payments. Also the coefficient used to measure the risk of a bond. Macaulay's duration expresses the average remaining term to maturity of a bond, while the modified duration gives an approximate indication of the sensitivity of the price of a bond or a bond portfolio to a change in interest rates. The former is expressed in years, the latter as a percentage. If the investment horizon is the same as the duration of the portfolio, the portfolio is said to be immunised against interest-rate changes, i.e. its value will not change if there is a change in interest rates.

A measure of the price volatility of fixed-income securities, duration is the weighted average of the present values of all the cash flows associated with a fixed income security, expressed in years.

A measure of the sensitivity of an instrument to the movement of interest rates. Duration changes when interest rates change and also as a security approaches maturity.

a measure of interest rate risk. It measures the price volatility of a bond to changes in interest rates. The greater the duration, the greater the price volatility of the bond.

Ratio in investment mathematics that is calculated as the sum total of the weighted payment dates of a financial instrument. The duration can thus also be considered as a yardstick for the interest rate risk associated with a financial instrument.

Is computed by using zero coupon equivalencies to discount all the cash flows of a credit instrument. This statistic is a surrogate for the expected life of the security. In general, the term refers to a quantification of a bond as to its yield and price sensitivity. It should be noted that duration is additive. This means that assets, liabilities, swaps, and other credit instruments can be added to arrive at a portfolio or book duration. Some guidelines are: Duration of a zero coupon is its maturity. Duration of a coupon security is less than its maturity. Duration extends with maturity. Duration is inversely related to coupon rate. Duration is inversely related to the market rate. See Effective Duration, Macaulay Duration, and Option Adjusted Duration.

Duration is a time measure of a bond's interest-rate sensitivity, based on the weighted average of the time periods over which a bond's cash flows accrue to the bondholder. The shorter the duration, the less sensitivity a bond has to interest rates.

An indication of a bond fund's price sensitivity to changes in interest rates.

The weighted-average life of the present value of all future cash flows, both principal and interest, of a security. It is used as a measure of the sensitivity of the value of a security to changes in interest rates.

A term used to measure the average maturity of a fixed interest bond. This is usually shorter than the period to redemption, reflecting the cashflow benefit of interest payments..

The average time (expressed in years) it takes investors to receive the present value of the future cash flows on their investment. It is used to measure the sensitivity of bond prices to interest rate changes (the shorter the duration, the less the bond's price will rise or fall in value when interest rates change). Duration is affected by maturity, the coupon, and the time interval between payments. Other things being equal, a bond with a higher coupon will have a shorter duration, while zero-coupon bonds have the longest.

A measure of a bond fund's price sensitivity to interest rates. The longer the duration, the more sensitive a bond's price will be to changes in interest rates.

A measure of the sensitivity of bond prices to changing interest rates.

A measure of a bond price's sensitivity to a 100-basis point change in interest rates. A duration of 8 would mean that, given a 100-basis point change up/down in rates, a bond's price would move up/down by 8%.

The weighted average of the remaining maturity of the cash flows (discounted to present value) scheduled to be received under the instrument. Duration is a calculation that seeks to measure the price sensitivity of a bond or a bond fund to changes in interest rates. It measures bond price sensitivity to interest rate changes more accurately than maturity because it takes into account the time value of cash flows generated over the bond's life.

Duration measures bond price volatility by calculating the weighted average term-to-maturity of a bond's cash flows, where the weights are the present value of each cash flow as a percentage of the bond's full price. Duration rises with maturity, falls with the frequency of coupon payments, and falls as current yields rise (higher yields reduce the present value of the cash flows). Ïƒ [(t) (PVcf)](approx.) = bond price t = year of cash flow PVcf = present value of cash flow

The sensitivity of a bond (or a bond fund) to interest rate changes. A bond with a duration of five years will go down in price by 5% if interest rates increase by 1%.

This statistic is commonly used as a risk measure for fixed income instruments (e.g., bonds). It measures the amount of time required for the average dollar to be returned to the investor, through principal, coupon, or other payments. More importantly, it indicates the percentage change in the price of a bond or other fixed income instrument in response to a one percentage point change in market interest rates. Bonds are commonly categorized into risk categories as follows: short term (less than 3.5 years), intermediate term (3.5 - 6.0 years), and long term (over 6 years). A bond's duration will almost always be shorter than its maturity, with the exception of zero-coupon bonds, for which maturity and duration are equal.

A common gauge of the price sensitivity of a fixed income asset or portfolio to a change in interest rates.

A measure of a security’s price sensitivity to changes in interest rates. Securities with longer durations are more sensitive to changes in interest rates than securities of shorter durations.

The weighted average of the present value of a bond's coupon payments and principal, expressed in years.

The duration of a bond is worked out on the basis of its remaining term to maturity and the interest it will pay, and is a measure of the bond's sensitivity to interest rate changes. Let us take an example of a bond with a duration of 5 years. If interest rates fall by 1%, the price of the bond will increase by approx. 5% (i.e. 5 x 1). By contrast, if interest rates rose by x%, the price would fall by roughly five times x%.

The weighted average term of a security's cash flows. The longer the duration, the larger the price movement given a 1bp change in the yield.

A measure, expressed in years, of a bond's sensitivity to interest-rate changes. Typically the shorter the duration, the more stable the bond. earnings per share: Portion of a company's profit allocated to each outstanding share of common stock. For instance, a corporation that earned $10 million last year and has 10 million shares outstanding would report earnings of $1 per share. This figure is calculated after paying taxes and after paying preferred shareholders and bondholders.

A measure of the average maturity of a bond's promised cash flows; used to estimate a bond's price sensitivity to changes in interest rates. Also a tool to help judge the volatility or risk of a bond (or bond fund).

(Durée) The duration of a bond represents the average value of payments (coupons and principal) at maturity, weighted by their present (discounted) value. Where a bond has no coupons, its duration is equal to its maturity; in all other cases, it is shorter. The higher the coupon rate and the more frequent the coupon payments, the shorter the duration. Duration measures how sensitive bond prices are to changes in interest rates. The longer the duration, the more it amplifies the impact of interest rate movements on the price of a bond.

A measure which reflects estimated price sensitivity to given changes in interest rates. For example, for an interest rate change of +1.0%, a portfolio with a duration of 5 years would be expected to experience a price decline of 5.0%.

A measure of the price variability of a security relative to changes in interest rates. For a given change in interest rates, high (or "long") duration instruments experience large price changes, whereas low (or "short") duration instruments experience small price changes. Duration is the most basic risk factor of a security in determining a hedge.

The measure of the price sensitivity of a fixed-income security to an interest rate change of 100 basis points. Calculation is based on the weighted average of the present values for all cash flows.

the time a bond takes to yield face value; duration will be shorter than maturity, except in the case of zero-coupon bonds, which have a maturity which equals duration.

Measured in years is an approximate measure of the portfolio's sensitivity to a parallel shift in interest rates.

Duration estimates how much a bond's price fluctuates with changes in comparable interest rates. If rates rise 1.00%, for example, a fund with a 5-year duration is likely to lose about 5.00% of its value. Other factors also can influence a bond fund's performance and share price. A bond fund's actual performance may differ. Exchange Privilege: An option enabling mutual fund shareholders to transfer their investment from one fund to another within the same fund family as their needs or objectives change. Typically, funds allow investors to use the exchange privilege several times a year for a low or no fee per exchange.

The measurement of sensitivity of a security's market value or price. It is the average time until receipt of the weighted present value of the cash flows, expressed in years.

A measurement of the price volatility of a bond, representing the approximate change in price per 1% change in yield. Thus a bond with a duration of 4 would change in price by 4% for each 1% change in yield. A higher duration indicates a higher risk of price fluctuations. Long-term bonds tend to have the greatest durations.

a measure of the present value weighted average maturity of a bond. Quoted in years, duration can be used to measure the sensitivity of the present value of a bond to changes in market interest rates

A mathematical measure of a bond's sensitivity to changes in interest rates. Duration is stated in years; the shorter the duration, the less volatility you can expect from the bond.

Measures a bondâ€(tm)s average life on a present-value basis, incorporating yield, coupons, final maturity and call features. The lower the stated or coupon rate of a bondâ€(tm)s interest, the longer its duration.

A term used in fixed interest markets, reflecting a fund's sensitivity to changes in interest rates. Duration measures the average time required to receive all payments from a security, principal as well as interest, taking into account its eventual maturity and the frequency and amount of the income payments. The longer a fund's duration, the greater is its sensitivity to long-term interest rate movements.

The measure of how long, on average, the holder of a bond has to wait before receiving cash payments. Expressed as a weighted average of the times when payments are made with the weight applied to time being equal to the proportion of the bond's total present value provided by the payment in each time interval. Also used to measure the percent change in price for a percent change in yield.

The change in value of a bond (expressed in years) caused by a change in the prevailing interest rates. For example: For example: if a bond has a duration of 10 years and the interest rate increases by 1%, the price of the bond will decrease by 10 percent.

Modified duration is a measure of price volatility and is the weighted average term to maturity of the security's cash flows (i.e., interest and principal), with weights proportional to the present value of the cash flows. Bonds with a longer duration are more price sensitive to interest rate changes than bonds with short durations.

A measure of the sensitivity of the price of a bond to changes in the yield curve. Dollar duration measures the change in price.

Provisions for an approximation of the percentage change in the price of a security relative to change in interest rates. It provides a measure of the price volatility of the security; the greater the duration, the greater the price volatility relative to a change in interest rates. Duration is the weighted average term-to-maturity of the security's cash flows when the weights are the present values of each cash flow as a percentage of the present value of all cash flows of the security.

A measurement of the change in the value of an instrument in response to a change in interest rates. It is the primary basis for comparing the effect of interest rate changes on prices of fixed-income instruments.

A gauge of the impact of fixed interest investments on changing interest rates. Duration measures not only the redemption date, but also the dates and amounts of interest paid.

A measure of average maturity that incorporates a bond's yield, coupon, final maturity and call features into one measurement. Duration measures the sensitivity of a bond's, or portfolio's, price to changes in interest rates.

Duration of a bond is a maturity measure that takes account not only of the redemption date but of the dates on which interest is paid and the amount of this interest. Duration is an important measure of the interest rate exposure of a fixed interes portfolio.

Duration estimates how much a bond's price fluctuates with changes in comparable interest rates. If rates rise 1.00%, for example, a fund with a 5-year duration is likely to lose about 5.00% of its value. Other factors also can influence a bond fund's performance and share price. A bond fund's actual performance may differ. Earnings Growth Rate: The rate of increase/decrease in earnings over a period. For example, an annualized three-year earnings growth rate of 6% means that the earnings have increased at an average annual rate of 6% over the three-year period.

The state or quality of lasting; continuance in time; the portion of time during which anything exists.

The period of time from the start of an eruption to the end of that eruption.

the length of time needed to complete an activity.

A length of time. For a clip, the length of time that it will play, determined by its overall length. Or if the clip has been trimmed, the difference in time between its In point and Out point. See also timecode.

The length of time in seconds that a noise event lasts. Duration is usually measured in time above a specific noise threshold.

The amount of time a worker has to complete the work required by a HIT is known as 'Duration'. This is a timer which begins upon pressing the 'Accept HIT' button and which ends either with a successful submission or the return of the HIT.

This is the amount of time that a bidder has in which to place his bid. It is represented as the number of days and minutes remaining and is shown against each item or lot as 'time remaining'.

Time frame, the time which something continues. e-coli A bacteria present in sewage and sewage backflows.

The length of time that a segment of audio or video takes to play from beginning to end.

the amount of time that something continues or lasts

The time of frequency of stress placed on an organism.

The time length of training sessions. For example, 30 minutes at an intensity of 70 percent heart-rate reserve is the recommended duration for developing and maintaining physical fitness.

Each game consists of two 20-minute halves with a rest period of five minutes which is used to change team members. For a women's match the duration is two 15-minute halves with a five minute rest period.

The amount of time required to complete a given inspection. It is calculated using the "start" and "finish" times recorded by the inspector on the inspection document.

The length of time (in seconds) requried to collect all frames of all bands in the downlinked image; typical values range from 0.5 to 450.

The length of the pledge break expressed in minutes.

The amount of time spent exercising in the aerobic state during each exercise session.

the length of time over which something continues (for disasters: brief = seconds to hours; short = hours to days; intermediate = days to weeks; prolonged = months to years). Return to Top of List

Refers to the time required to complete lane change. Duration is calculated by subtracting the end synch number from the start synch number. See also Warning Duration.

referring to verbal aspect, that dimension which considers the action in its length and development.

the period of time during which something continues

the property of enduring or continuing in time

continuance in time; "the ceremony was of short duration"; "he complained about the length of time required"

a long action often used with expressions like "for two years," "for five minutes," "all day" or "all year

an immutable length of time stored as a number of milliseconds

an interval of time

a quantity of time

The time you expect the job to take to complete. In the Timeline view of jobs in the database, the duration is represented by a light blue bar at the center of the activity bar or by a light blue diamond.

Duration is the time a course will take to complete with normal progression, which for full-time students is 24 credit points a semester, for part time students it is 12 credit points a semester.

Time needed to complete a task.

Length of time exposed to a substance.

The length of time during which water stands at or above the soil surface (inundation), or during which the soil is saturated. As used herein, duration refers to a period during the growing season.

Length of a geyser eruption.

Period of time over which a course is held.

To continue in time. Duration is classified as either short (1 hr), moderate (1-2 hr). or long (2-8 hr), depending on the work pattern.

The length of time an event occurs.

The scheduled time for an activity to be completed.

The length of time a particular event will take place. For construction, the expected duration is reported by the DOT. For incidents, durations are estimated based on the available information regarding the severity of the incident.

The continuous time a task is performed without a rest period.

In terms of wave growth, the time over which the wind blows at a constant velocity.

The total period of time from the start of an activity through to its completion. This period of time will typically consist of the time required to progress the work to completion (see Effort), plus waiting or "dead" time. The number of time periods (not including holidays and other non-working periods) required to complete an activity or other project element. Typically expressed as workdays or workweeks. (PMI)

A term applying to bonds or portfolios showing the length of time to maturity. This will give an indication of the relative sensitivity of the value of the bonds to short, medium or long-term interest rates (for example, a short duration indicates that the value of a bond is sensitive to fluctuations in short-term rates)

Time interval between the first and last peaks of strong ground motion above a specified amplitude.

the length of time a vehicle remains in one parking space.

The amount of time that elapses between the time the task is started and the time it is completed, measured in hours (or days, weeks, etc.). It does not take into account the number of people performing the task.

The continuous time a task is performed without an adequate rest break.

A method of measuring a portion of the risk in a bond or bond fund, duration determines the length of time it will take to recoup the principal.

The number of work periods (not including holidays or other nonworking periods) required to complete an activity or set of activities. All activity durations are specified with the same duration unit.

The length of time an effect lasts, given in combat rounds, game turns, or game days. (D&D 1)

The amount of time (days, months, years) that a person is exposed to a chemical.

Used in Summary to denote the length of a period of time in seconds. For example, the duration of a Gap in Service is listed in hours:minutes:seconds.

Length of time something lasts; e.g., the vibration of a musical sound.

Sets the length of time it takes to perform the activity. Activity processing time includes both duration and delay (if modeled). You cannot specify a Duration for a Trigger or Terminate activity.

In a narrative film, the aspect of temporal manip ulation that involves the time span presented in the plot and assumed to operate in the story. See also frequency, order.

The total running length of a video clip or other media element.

4 hours ago in Music 4 GCSE · No blogs link here Duration To do with long or short sounds.Â The length of the sound in seconds or in beats is its duration» Show details

Time over which the clock will run on one winding

The length of calendar time required to complete a project or part of a project. Do not confuse this with Effort.

The time spent doing an exercise.

Length of time one works or exercises; Duration is one way of increasing resistance to a muscle or system to improve its function.

The length of time it takes to play the media at the default rate.

The time elapsed between the beginning and ending of a targeted event. The recorder may be interested in the length of time a specific behavior occurs.

In project management, the length of time an activity is estimated to require.

Duration is the length of exposure to a risk factor. It can be measured as the minutes or hours per day the worker is exposed to a risk. Duration can also be viewed as the years of exposure to a risk factor. In general, the greater the duration of exposure to a risk factor, the greater the degree of risk. However, specific duration guidelines have not been established for risk factors such as force, posture and repetition.

long term, short term, relates to length of marriage or period of time.

a length of time (ex. duration of daylight is the length of day)

Duration is the length of time of a rainfall event.

For tool tips, the amount of time for which a tool tip is displayed. See also onset delay, tool tip.

The time it takes to fully complete a workout.

Duration mean different things under different circumstances. Typically, duration will refer to the length of time a person performs a task, or is exposed to a specific risk factor, without a period of rest. It may, however, be used to describe the amount of time during a shift a task is performed (e.g. 4 hours per shift). Duration may also be measured in seconds or minutes when describing the amount of time a person will exert a forceful effort (e.g. when gripping a tool or performing a pinch grip). Generally speaking, the longer the duration of exposure to a risk factor the greater the likelihood of a negative outcome.

In forecasting WAVES, the length of time the wind blows in essentially the same direction over the FETCH ( GENERATING AREA).

The length of time an operation is active at a workstation.

duration Simple A basic range of time specified in years, months, days, hours, minutes, seconds, or partial seconds.

A specified number of days/hours/minutes that bidding can take place during an auction.

the length of time something continues or exits.

The length of time a meteor shower is at 1/4 strength or greater. Ranges from a fraction of a day (Leonids) to several days (Perseids, Orionids). The interval between the earliest and latest stragglers in a shower can be much greater.

The amount of time a task is expected to take. This can differ from the estimated effort due to the availability of resources.

How long something lasts. Often used in reference to drugs. You may hear your doctor talk about the 'optimal duration of treatment' with a drug you are taking. This means the length of time you need to take it to get the most benefit. Duration of response to a treatment means the time between having the treatment and the cancer beginning to grow again.

The amount of time spent at each aerobic session.

The amount of time spent on a page, in seconds.

Represents a duration of time, as a composite of years, months, days, hours, minutes, and seconds. The syntax of a duration value has these parts: If the duration is negative, it starts with "-". A capital is always included. If the duration has a years part, the number of years is next, followed by a capital . If there is a months part, it is next, followed by capital . If there is a days part, it is next, followed by capital . If there are any hours, minutes, or seconds in the duration, a capital comes next; otherwise the duration ends here. If there is an hours part, it is next, followed by capital . If there is a minutes part, it is next, followed by capital . If there is a seconds part, it is next, followed by capital . You can use a decimal point and fraction to specify part of a second. Missing parts are assumed to be zero. Examples: "P1347Y" is a duration of 1347 Gregorian years; "P1Y2MT2H5.6S" is a duration of one year, two months, two hours, and 5.6 seconds.

The length of time a musical note is played.

Continuance over time. In High or Low?, the duration refers to the length of each of the sweeping sounds, between 30 and 80 milliseconds.

When spousal support is paid on a monthly basis, the length of time for which spousal support is to be paid. Duration may be indefinite or time-limited. Duration may be changed upon subsequent review or variation. ( See also indefinite and time-limited.)

The time it takes for an activity to be completed, given the planned amount of material, labor and equipment.

The total running length of a movie clip, media element or transition.

The time it takes to play the entire audio or video data object.

Length of time of a particular license.Duration specifies how long the licensed reproductions of an image will be in circulation.For example, a direct mail piece that will be sent to a different group of people every month for a year, has a duration of one year.

Time over that the clock will run on one winding.

The length of time a pitch is sustained, from the attack to the release.

The term or length of time that an intellectual property right lasts.

In connection with wind waves, the duration is the length of time that winds generating surface waves have been present. This, in addition to the fetch (which is the distance over which these winds act) and wind direction, determines the amplitude and direction of the wind-generated waves.

The time since SELECTION eg since a life assurance policy was effected. Used in addition to age in the calculation of mortality rates.

A duration is an amount of time or a particular time interval. For example, an event in the common sense has a duration greater than zero (but not very long), but in certain specialized senses (such as in the theory of relativity), a duration of zero. It is often cited as one of the fundamental aspects of music, see also rhythm.

Duration of a project's terminal element is the number of calendar periods it takes from the time the execution of element starts to the moment it is completed.

see cam duration Duster duty cycle D-valve dyno

or Valve Duration: The number of crankshaft degrees (or much more rarely, camshaft degrees) of rotation that the valve lifter or cam follower is lifted above a specified height; either seat-to-seat valve duration measured at 0.006-, 0.010-inch or other valve rises (even 0.020-inch lifter rise), or duration measured at 0.050-inch lifter rise called 0.050-inch duration. Intake duration is a measure of all the intake lobes and exhaust duration indicates the exhaust timing for all exhaust lobes. Longer cam durations hold the valves open longer, often allowing increased cylinder filling or scavenging at higher engine speeds.

The amount of time in degrees that the valves are off their seats during the opening period of the cam. Duration = opening degree + closing degree + 180 deg

After being called, a competitor is allowed 2 min delay before he makes his attempt. He is then allowed a further 1 min before the attempt is discounted. The lifter is not called until the barbell is located. The timing is stopped when the lifter has raised the barbell above his knees.

Number of seconds that a collector actively collects network performance statistics at the source router. The default value is forever. The valid range is 1 hour to forever.

How long a business will be recognized as a corporate entity. A company with a perpetual duration will last forever unless the state dissolves the company. A 30-year duration means that the company will automatically dissolve on it's 30th anniversary of existence. See also: Perpetual Existence

TM - American Standard's tough-tested compressor.

American Standard's tough, time-tested compressor.

temporal measure of how long the hazard event persists. An earthquake may last a few seconds, while a drought may continue for several years.

How long to do an activity.

A measure of how long a specific behavior lasts.

time difference between first recorded event (click) and last recorded event (click).

an adverb which tells you how long an event/action lasts. (temporarily, over night)

Long and short. Long - thunder rumbling. Short - rain.

Can be used to describe how long a music teacher can exercise self-control.

How long a hazard event lasts.

This is how long a policy coverage is for. The duration can end if the policy is cancelled, if the insured dies, if the premiums are stopped, or if the coverage ends.

A result of comparing the total base period wages to the highest quarter of base period resulting in the total amount of entitlement.

The number of weeks a claimant can receive his full weekly benefit amount. Minimum duration is 13 weeks; maximum duration is 26 weeks or until the maximum benefit amount is exhausted. This is computed by dividing the total base period wages by the high quarter wages and then multiplying the result by eight and two-thirds.

Dutch auction effective duration

a number of these consecutive ultimate atomic events considered without regard to their content

Durationâ€ refers to the maximum stay in a country that is permitted on a visa.

an ordered set of instants, not a whole or sum of instants

Entry Load

a total number of seconds