macaulayduration

Macaulay duration is a weighted average time until repayment (measured in units of time such as years) while modified duration is a price sensitivity measure ...

Macaulay duration provides a estimate of the volatility or sensitivity of the market value of a bond or portfolio of bonds to changes in interest rates.

2024年1月5日 — Macaulay Duration is the time the investor takes to recover his invested money in the bond through coupons and principal repayment.

2023年9月8日 — It is 120 days into the first coupon period, so the first cash flow will be received in 1–120360 1 – 120 360 years or 0.6667 years.

Macaulay duration is the weighted average of the time to receive the cash flows from a bond. It is measured in units of years.

2023年8月6日 — It is the weighted average time until a bond's cash flows are received, measured in years. The calculation involves dividing the present value ...

The Macaulay duration calculates the weighted average time before a bondholder would receive the bond's cash flows. Conversely, the modified duration measures ...

The Macaulay duration is the weighted average term to maturity of the cash flows from a bond.

在實務上存續期間有兩種常用的計算方式，一種是馬考雷存續期間（Macaulay Duration），另一種是修正存續期間（Modified Duration）。馬考雷存續期間是由Frederick Macaulay ...