Macaulay duration calculator calculator can be used to determine the weighted average time until cash flows from a bond are received. It helps in understanding the sensitivity of a bond's price to changes in interest rates.
Learn how to use the Macaulay duration calculator calculator and its working principles
Macaulay duration is a measure of the sensitivity of the price of a bond to changes in interest rates. It represents the weighted average time until cash flows from a bond are received, with the weights being the present value of each cash flow.
Macaulay Duration = Σ(t * CFt / PV) / MV
Where:
Macaulay duration is useful for comparing the duration of different bonds. A bond with a higher Macaulay duration will have its price more sensitive to interest rate changes. This measure helps investors understand the time value of their investment and make informed decisions.