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Example Post

<p>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%.</p>



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https://youtu.be/fi_D3r8IOk4
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<p>Download the duration calculator to calculate the duration and modified duration of a bond.</p>

What is Macaulay Duration?

Duration of a Bond - Video

Calculating the Macaulay Duration Using Excel

Properties of Duration

Modified Duration of a Bond

Calculating Price and Yield of a Bond Using Zero Curve

Price-Yield Relationship

Current Yield of a Bond

Basis Point Value (BPV / DV01)

Quick Approximation of Price Value of a Basis Point (PVBP)

Bond Analysis

This excel calculator helps you to calculate the duration and modified duration of a bond.

Duration Calculator Excel

Fixed Income

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Calculating the Macaulay Duration Using Excel

Lesson Resources