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Macaulay duration of zero coupon bond


macaulay duration of zero coupon bond

payments. You work as an analyst at a pension fund. YTM will be expressed as a percentage. 9 Use Macaulay duration. Both comments here are almost correct. An increase in interest rates would have the opposite effect. Ask a Question 200 characters left Include your email address to get a message when this question is answered. Duration can help investors understand how sensitive a bond is to changes in prevailing interest rates. 4, determine the interest rate. If the bond were trading at 1,200 today, then the duration would be 5,329.48 / 1,200.44.

It is defined as 1YTMfdisplaystyle 1frac textYTMf, where YTM is the yield to maturity for the bond and fdisplaystyle fis the coupon payment frequency in number of times per year (1 for annual, 2 for semiannual, and so on). If for whatever reason market yields increased by 20 basis points (0.20 the approximate percentage change in the XYZ bond's price would be: -5.33.002 -0.01066 or -1.066. The modified duration reflects the bond's sensitivity to interest rate fluctuations.

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The number of payments can be calculated as the maturity multiplied by the number of annual payments. Duration of Bond B is calculated by first finding the present value of each of the annual coupons and maturity value. By using our site, you agree to our cookie policy. This should be available on a brokerage trading platform or on a market news website like the Wall Street Journal or Bloomberg. Then, input the bond's par value, market value, coupon rate, maturity, and payment frequency to get your YTM. The advantages are that the issuer has no cashflow and charge as interest. 9 Community Q A Search Add New Question Question Is there a modified duration bond calculator online? The example bond would have a YTM of 3 percent.


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