Saturday, May 4, 2024

DURATION function in Microsoft Excel - A simple illustration

DEC2OCT function DURATION function DURATION function DURATION function DURATION(settlement, maturity, coupon, yld, frequency, [basis]) DURATION(settlement, maturity, coupon, yld, frequency, [basis]) DURATION(settlement, maturity, coupon, yld, frequency, [basis]) formula formula formula The DURATION function in Microsoft Excel calculates the Macaulay duration of a security or bond based on its yield, settlement date, maturity date, coupon rate, and frequency of coupon payments. Macaulay duration is a measure of the weighted average time The DURATION function in Microsoft Excel calculates the Macau... The DURATION function in Microsoft Excel calculates the Macaulay duration of a security or bond based on its yield, settlement date, maturity date, coupon rate, and frequency of coupon payments. Macaulay duration is a measure of the weighted average time until a bond's cash flows are received, considering both interest payments and the return of principal. settlement: The settlement date of the security. settlement: The settlement date of the security. maturity: Th... settlement: The settlement date of the security.maturity: The maturity date of the security.coupon: The coupon rate of the security.yld: The annual yield of the security.frequency: The number of coupon payments per year (1 for annual, 2 for semi-annual, etc.).[basis]: Optional. The day count basis to use. example example example gives gives gives illustration Usman Zafar Paracha 2 Usman Zafar Paracha Usman Zafar Paracha Patreon and LinkedIn links LinkedIn Profile /usmanzafarparacha /usmanzafarparacha /usmanzafarparacha LinkedIn Patreon profile /uzparacha /uzparacha /uzparacha Patreon DCOUNTA function link DCOUNTA function DCOUNTA DCOUNTA Click Sheet.969 Usman Zafar Paracha 1 Usman Zafar Paracha Usman Zafar Paracha Click here DEC2HEX function DEC2HEX function DEC2HEX function Click Sheet.976 Suppose, we have this data Suppose, we have this data Suppose, we have this data Usman Zafar Paracha 3 Usman Zafar Paracha Usman Zafar Paracha Usman Zafar Paracha 4 Usman Zafar Paracha Usman Zafar Paracha Microsoft Excel Example Microsoft Excel Example 2 It is the Macaulay duration of the bond. It is the Macaulay duration of the bond. In this example, it ... It is the Macaulay duration of the bond. In this example, it measures the weighted average time until the bond's cash flows are received, considering both interest payments and the return of principal, based on the provided details.

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