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Duration Formula
How to Find Duration
of a Bond
Bond Duration
Calculation
Time
Duration Excel
How to Calculate Duration
of a Bond
Bond Duration
Calculator
Excel
Date Time Duration
Bond Value in
Excel
Excel Formula
for Dates
3:25
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The Excel Hub
Calculate The Macaulay Duration Of A Bond In Excel
We cover how to calculate the duration or Macaulay duration of a bond which is a measure of bond price sensitivity. The duration is the weighted average maturity of a bond as shown in the formula below. In our example, we’ll assume that we have a bond with a par value of £100, a coupon rate of 7%, 5 years to maturity and a yield to maturity ...
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