Duration example.xlsx - FV Coupon Maturity Coupon fr YTM Inputs 1000000 7 3 2 8 97.38070761 Time until payment payment 0.5 35000 1 35000 1.5 35000 2

Duration example.xlsx - FV Coupon Maturity Coupon fr YTM...

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FV 1000000 1/1/2000 Inputs 5 years 3 years Coupon 7% 12/31/2002 Settlement 1/1/2000 1/1/2000 Maturity 3 Maturity da 12/31/2004 12/31/2002 Coupon fr 2 Coupon rat 0.07 0.07 YTM 8% Yield to ma 0.08 0.08 97.38070761 Coupons p 2 2 payment Weight Outputs 0.5 35000 33653.85 0.03456 0.01728 Macaulay D 4.28 2.75 1 35000 32359.47 0.03323 0.03323 Modified D 4.12 2.65
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  • Summer '20
  • Discounts and allowances, 2000 3 years, 2000 7%, 2002 3 2 8%

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