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Difficulty: Easy
Category: options_pricing
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Topics: fixed-income, duration, bonds, discounting, risk
Macaulay duration measures the weighted-average time until a bond's cash flows are received, while modified duration measures the price sensitivity of a bond to a change in its yield-to-maturity. These metrics are fundamental in fixed-income portfolio management for hedging interest rate risk. Calculating them requires correctly discounting cash flows based on the bond's coupon frequency and yield compounding convention. Task Implement the function solution(face: float, coupon_rate: float, ytm:
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