Modified Duration Formula Excel Coupons Printable


How do you calculate modified duration in Excel?

The formula used to calculate a bond's modified duration is the Macaulay duration of the bond divided by 1 plus the bond's yield to maturity divided by the number of coupon periods per year. In Excel, the formula used to calculate a bond's modified duration is built into the MDURATION function.

How to Calculate Macaulay Duration in Excel - Investopedia > Bonds > Fixed Income Essentials

How do you calculate modified duration?

To find the modified duration, all an investor needs to do is take the Macaulay duration and divide it by 1 + (yield-to-maturity / number of coupon periods per year). In this example that calculation would be 2.753 / (1.05 / 1), or 2.62%.

Modified Duration Definition - Investopedia > terms > modifiedduration

Is there a duration formula in Excel?

The Excel DURATION function returns the annual duration of a security with periodic interest payments, calculated with the Macauley duration formula.

How to use the Excel DURATION function | Exceljet > excel-functions > excel-duration-function

How do you calculate change in price using modified duration?

The formula to calculate the percentage change in the price of the bond is the change in yield multiplied by the negative value of the modified duration multiplied by 100%. This resulting percentage change in the bond, for an interest rate increase from 8% to 9%, is calculated to be -4.62% (0.01* - 4.62* 100%).

Macaulay Duration vs. Modified Duration: What's the Difference? > ask > answers > what-difference-between-macaul...

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