Bond Duration Calculator

Calculate
duration
settlement date:  
maturity date:  
annual yield:  
annual coupon rate:  
coupon frequency:
semi‐annual
Assuming Macaulay duration | Use modified duration instead
Also include: day count convention

Input interpretation:

Equation:

Input values:

link to /input/?i=Dec+16%2C+2011&lk=1link to /input/?i=Jul+27%2C+2016&lk=1link to /input/?i=5+percent&lk=1link to /input/?i=7+percent&lk=1

Results:

link to /input/?i=18.36+years+per+percent&lk=1

Price vs. yield:

Tooltiplink to /input/?i=3+percent&lk=1link to /input/?i=4+percent&lk=1link to /input/?i=5+percent&lk=1link to /input/?i=6+percent&lk=1link to /input/?i=7+percent&lk=1

Duration vs. yield:

Tooltiplink to /input/?i=2+percent&lk=1link to /input/?i=4+percent&lk=1link to /input/?i=6+percent&lk=1link to /input/?i=8+percent&lk=1link to /input/?i=10+percent&lk=1

Convexity vs. yield:

Tooltiplink to /input/?i=0+percent&lk=1link to /input/?i=2+percent&lk=1link to /input/?i=4+percent&lk=1link to /input/?i=6+percent&lk=1link to /input/?i=8+percent&lk=1link to /input/?i=10+percent&lk=1
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