Bond Duration

V-B · X-B · XIX

Compute Macaulay duration, modified duration, convexity, and PV01 for fixed income securities.

Macaulay & Modified Duration (annual coupon, annual compounding).

Face value (₹)

Coupon (%)

YTM (%)

Years to maturity

Related reference

Bond pricing, YTM, duration, convexity, PV01, spot/forward/par rates, and credit spreads.