Calculating the Macaulay Duration Using Excel
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This video takes a simple example and demonstrates how the duration of the bond is calculated 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%.
Download the duration calculator to calculate the duration and modified duration of a bond.
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