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Calculating the Macaulay Duration Using Excel

Securities & MarketsMay 22, 2011 · 1 min read

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%.

Download the duration calculator to calculate the duration and modified duration of a bond.

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  • Duration Calculator Excel

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