Bond Duration Calculator – Fixed Income Tools – Multi-Tools

Bond Duration Calculator

Calculate bond duration metrics and analyze price sensitivity to interest rate changes. Evaluate interest rate risk with comprehensive duration analysis.

Bond Details
Par value of the bond
Annual coupon rate
Current market yield
Time until bond matures
Frequency of coupon payments
Basis points for price sensitivity analysis

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How to Use
  1. Enter bond details (face value, coupon rate)
  2. Input market yield and years to maturity
  3. Select payment frequency
  4. Specify yield change for sensitivity analysis
  5. Click Calculate to analyze duration metrics

Key Terms:

  • • Macaulay Duration: Weighted average time to receive cash flows
  • • Modified Duration: Price sensitivity to yield changes
  • • Dollar Duration: Price change for 100bp yield change
  • • Duration VaR: Maximum potential loss based on duration

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