Calculating the Macaulay Duration Using Excel

This video takes a simple example and demonstrates how the duration of the bond is calculated using excel.  In this example, The bond has a duration of 20 years, and pays annual coupon of 3%. The current market interest rates are 4%.

Duration Calculator

Duration Calculator - Use this calculator to calculate the duration and modified duration of a bond.
Series NavigationDuration of a Bond – VideoProperties of Duration

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  1. Properties of Duration | Finance Train - May 23, 2011

    [...] 4 in the series Bond AnalysisBond AnalysisWhat is Macaulay Duration?Duration of a Bond – VideoCalculating the Macaulay Duration Using ExcelProperties of DurationNow that we understand what duration is, and how it is calculated, let’s [...]

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