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This bond duration tool can calculate the Macaulay duration and modified duration based on either the market price of the bond or the yield to maturity (or the market interest rate) of the bond. Since you'll have one or the other, choose the easier path to compute the duration.
You can easily calculate the bond duration using the Bond Duration Calculator. Simply enter the following values in the calculator: Once you are done entering the values, click on the 'Calculate Bond Duration' button and you'll get the Macaulay Duration of 1.912 and the Modified Duration of 1.839:
Free calculator to compute between various parameters of a bond. It also provides the price and accrued interest for bonds not traded at the coupon date.
Calculate the Macaulay Duration and Modified Macaulay Duration for a bond. Here are bond present values for the above input values using different adjusted market rates. See Bond Calculator - Macaulay Duration, Modified Macaulay Duration, Convexity for computational procedures used by the calculator.
Our effective duration calculator helps you calculate the interest rate risk of your bond investments.
Calculate bond durations efficiently with our Bond Duration Calculator. Accurately compute Macaulay Duration and Modified Macaulay Duration in seconds.
In this short guide, you’ll see how to calculate the bond duration. More specifically, you’ll see how to calculate the: Macaulay duration; and. Modified duration. To start, here is the formula that you can use to calculate the Macaulay duration (MacD): (t1*FV)(C) (tn*FV)(C) (tn*FV) .
Follow these steps to use your Bond Duration Calculator effectively: Gather Your Bond Information. Face Value: The amount the bond will be worth at maturity. Coupon Rate: The interest rate the bond pays periodically. Time to Maturity: The number of years until the bond matures.
Bond Duration Calculator. This tool is used to calculate macaulay duration and modified bond duration based on par value, coupon payment, interest rate, maturity years and payment frequency. Yield To Maturity. Market Price.
Compute Bond Duration. Bond Duration Calculator: Outputs. Yield to Maturity (%): Macaulay Bond Duration (Years): Modified Bond Duration (Δ%/1%):