Financial
Bond Duration Calculator
Compute Macaulay and modified duration for bonds with any coupon and maturity
Bond duration measures price sensitivity to interest rate changes. Macaulay duration is the weighted average time to cash flows; modified duration estimates price change per 1% rate move.
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Tip: When rates are expected to rise, choose shorter-duration bonds to reduce price sensitivity.
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Fun Fact
Frederick Macaulay introduced duration in 1938 as a better measure than simple time to maturity.
References
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