![]() ![]() Macaulay Duration (Years) - Weighted average time for the bond's cash flows to pay out, measured in years.Current Market Price ($): The market price or implied price of the bond.Coupon Payment Frequency - How often the bond pays interest annually.Days Since Last Bond Payout - How many days ago was the last payment made? ( 0 means no accrued interest - see the bond pricing calculator for more information.).Yield to Maturity (Market Yield) (%) - The yield of the bond if held until maturity (assuming no missed payments), as implied by the market.Annual Coupon Rate (%) - The annual interest rate paid on the bond.If you have all of the details of the bond and know the market yield or the bond's yield to maturity, use the "You Know Yield to Maturity" option. Measured in percentage change (in price) per percentage change (in interest rate/yield to maturity).Ĭompute Duration Based on Market Yield (or YTM) of a Bond Modified Bond Duration (Δ%/1%) - The sensitivity of the bond's trading price to the market interest rate.Macaulay Duration (Years) - The weighted average time (in years) for the bond's cash flows to pay out.See the yield to maturity calculator for more details. Yield to Maturity (%): The yield until the bond matures, as computed by the tool.Coupon Payment Frequency - How often the bond pays interest per year.Annual Coupon Rate (%) - The annual interest rate paid on the bond's face value.Years to Maturity - How many years are left until the bond matures.Bond Face Value/Par Value ($) - The face or par value of the bond.(If it's new, match the par value you enter below.) Current Bond Trading Price ($) - The bond's trading price on the secondary market.If you have all of the details of the bond and know the market price, click the blue "You Know Market Price" button. Compute Duration Based on Market Price of a Bond Since you'll have one or the other, choose the easier path to compute the duration. This bond duration tool can calculate the Macaulay duration and modified duration based on either the market price of the bond or the yield to maturity (or the market interest rate) of the bond. 4 Why Know a Bond's Duration (Plus Other Bond Basics) Duration Calculator Inputs ![]()
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