Duration Calculator
Professional bond duration calculator with two modes: Fixed Cashflows for plain-vanilla bonds (Macaulay & Modified Duration) and Effective Duration for bonds with embedded options using price shock method.
- Macaulay Duration, Modified Duration & DV01
- Effective Duration via price shock methodology
- Complete cashflow schedule & convexity analysis
- Professional-grade calculations for portfolio managers
Fixed Cashflows Duration
Macaulay & Modified Duration for plain-vanilla bonds.