Bond Duration Calculator - Macaulay Duration and Modified Macaulay Duration

Determine how much money you would accumulate by investing a given amount of money at a fixed annual rate of return at recurring intervals.

Bond Duration Calculator
Face Value ($):
Annual Coupon Rate (%):
Annual Market Rate:
Years to Maturity:
Payment Interval:    Annual    Semiannual    Quarterly  Monthly

Here are bond present values for the above input values using different adjusted market rates.

Bond Duration Calculator Results
Annual Coupon Payment
Adjusted Coupon Payment
Number of Payments
Adjusted Market Rate
Present Value of Bond
Macaulay Duration
Modified Macaulay Duration

Computational Notes

See Bond Calculator - Macaulay Duration, Modified Macaulay Duration, Convexity for computational procedures used by the calculator.

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