Bond Duration Calculator

    Calculate Macaulay and modified bond duration

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    公式

    MacD = Σ(t × PV_t) / Price

    Duration measures bond price sensitivity to interest rate changes.

    示例

    000, 5% coupon, 4% YTM, 10yr

    Duration ≈ 8.1 years.

    常见问题

    关于 Bond Duration

    Calculate bond duration to assess interest rate risk.