Zero couponbond Short Rate Shift Duration and its Macaulay Duration
Macaulay Duration Of Zero Coupon Bond. Web the macaulay duration is calculated by multiplying the time period by the periodic coupon payment and dividing the resulting value by 1 plus the periodic yield. The weight of each cash flow is determined by dividing the.
Macaulay duration can be complicated to compute but can be made. Web the macaulay duration is calculated by multiplying the time period by the periodic coupon payment and dividing the resulting value by 1 plus the periodic yield. Web the macaulay duration is the weighted average term to maturity of the cash flows from a bond. It is equal to the maturity for a zero. The weight of each cash flow is determined by dividing the.
Macaulay duration can be complicated to compute but can be made. It is equal to the maturity for a zero. The weight of each cash flow is determined by dividing the. Macaulay duration can be complicated to compute but can be made. Web the macaulay duration is calculated by multiplying the time period by the periodic coupon payment and dividing the resulting value by 1 plus the periodic yield. Web the macaulay duration is the weighted average term to maturity of the cash flows from a bond.
