The article is devoted to taking into account the behavior of the duration indicator between coupon payments in dependence of this indicator from term to maturity. It was found that during the coupon period Macaulay duration varies linearly and at the end of the period duration has a jump. the value of which increases with the term to maturity for bonds sold with a premium and at par.... https://foldlyers.shop/product-category/toner-originals/