# Inverse floaters

## Bonds whose coupon rate moves in the opposite direction from the change in interest rates. |

## Bonds whose coupon rate moves in the opposite direction from the change in interest rates. |

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Macaulay duration

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

D = [(1 x (C/1+y)) + (2 x (C/1+y^2)) + (3 x ((C + FV)/1+y^3))] / [(C/1+y) + (C/1+y^2) + (C + FV/1+y^3)]

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