How does the Bond Duration Calculator work?

Input bond coupon, yield, maturity Then: Calculate Macaulay duration (time-weighted) Then: Derive modified duration (price sensitivity).

Can you give an example of how to use the Bond Duration Calculator?

Example: Input 5% coupon, 10-year bond, 5% yield gives a result of Macaulay ≈ 8.2 years, modified ≈ 7.8 years (Modified used for price changes).

Is the Bond Duration Calculator free to use?

Yes — completely free with no registration, download, or subscription required. All calculations happen instantly in your browser.

How accurate is the Bond Duration Calculator?

Our Bond Duration Calculator uses verified mathematical formulas and is accurate to multiple decimal places. Results are calculated in real-time using the same methods used by professionals.

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Bond Duration Calculator

Bond Duration (Macaulay & Modified)

Bond Price

Annual Coupon (%)

Par Value

YTM

Years to Maturity

Duration measures weighted average time to receive bond cash flows, approximating interest rate sensitivity: price change ≈ -duration × Δyield.

Difficulty:intermediate

References

›Bond Duration — Wikipedia

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Bond Duration Calculator

Bond Duration (Macaulay & Modified)

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Bond Duration (Macaulay & Modified)