Adjusted diluted duration

The term "Adjusted Diluted Duration" does not appear to be a standard, widely recognized financial metric in the provided search results or general financial literature. While "duration" is a well-established concept in fixed-income analysis (e.g., Macaulay, Modified, and Effective Duration, which measure a bond's price sensitivity to interest rate changes, especially for bonds with embedded options like convertible bonds⁶, ⁷, ⁸), and "adjusted diluted" is typically associated with "Earnings Per Share" (EPS) to account for potential share dilution from convertible securities and other dilutive instruments, as well as non-recurring items¹, ², ³, ⁴, ⁵, the combined term "Adjusted Diluted Duration" is not defined or explained as a unified financial concept.

Therefore, I cannot generate an encyclopedia-style article for this term as requested, as it would involve creating information that is not verifiable or recognized in the financial domain.