Bond Duration - Dynamic Chart
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BOND DURATION
Dynamic Chart
Annual Percentage Rate Dynamic Chart of Bond Duration
Inputs
Annual Coupon Rate (CR) Yield to Maturity (Annualized) (y) Number of Payments / Year (NOP)
0
0
5.0%
10
9.0%
18
2
Outputs Discount Rate / Period (RATE)
4.5%
Dynamic Chart Outputs Time to Maturity (Years) Number of Periods to Maturity Duration of Coupon Bond Duration of Zero-Coupon Bond
1 2 0.99 1.00
2
25
Duration (Years)
Rate Convention: 1 = EAR, 0 = APR
30
20
15
10
5
0 0
5
10
15
20
25
Time To Maturity (Years)
2 4 1.92 2.00
3 6 2.81 3.00
4 8 3.65 4.00
5 10 4.43 5.00
6 12 5.16 6.00
7 14 5.84 7.00
8 16 6.47 8.00
9 18 7.06 9.00
30
age Rate
uration
20
25
30
Years)
10 20 7.59 10.00
11 22 8.09 11.00
12 24 8.54 12.00
13 26 8.95 13.00
14 28 9.32 14.00
15 30 9.65 15.00
16 32 9.95 16.00
17 34 10.22 17.00
18 36 10.47 18.00
19 38 10.68 19.00
20 40 10.87 20.00
21 42 11.04 21.00
22 44 11.18 22.00
23 46 11.31 23.00
24 48 11.42 24.00
25 50 11.52 25.00
26 52 11.60 26.00
27 54 11.67 27.00
28 56 11.73 28.00
29 58 11.78 29.00
30 60 11.82 30.00
Dynamic Chart
Annual Percentage Rate Dynamic Chart of Bond Duration
Inputs
Annual Coupon Rate (CR) Yield to Maturity (Annualized) (y) Number of Payments / Year (NOP)
0
0
5.0%
10
9.0%
18
2
Outputs Discount Rate / Period (RATE)
4.5%
Dynamic Chart Outputs Time to Maturity (Years) Number of Periods to Maturity Duration of Coupon Bond Duration of Zero-Coupon Bond
1 2 0.99 1.00
2
25
Duration (Years)
Rate Convention: 1 = EAR, 0 = APR
30
20
15
10
5
0 0
5
10
15
20
25
Time To Maturity (Years)
2 4 1.92 2.00
3 6 2.81 3.00
4 8 3.65 4.00
5 10 4.43 5.00
6 12 5.16 6.00
7 14 5.84 7.00
8 16 6.47 8.00
9 18 7.06 9.00
30
age Rate
uration
20
25
30
Years)
10 20 7.59 10.00
11 22 8.09 11.00
12 24 8.54 12.00
13 26 8.95 13.00
14 28 9.32 14.00
15 30 9.65 15.00
16 32 9.95 16.00
17 34 10.22 17.00
18 36 10.47 18.00
19 38 10.68 19.00
20 40 10.87 20.00
21 42 11.04 21.00
22 44 11.18 22.00
23 46 11.31 23.00
24 48 11.42 24.00
25 50 11.52 25.00
26 52 11.60 26.00
27 54 11.67 27.00
28 56 11.73 28.00
29 58 11.78 29.00
30 60 11.82 30.00
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