Coupon Bond Duration vs Maturity
Explore how interest-rate sensitivity changes as maturity extends
\(D_{Mac}=\frac{\sum_t t\,PV(CF_t)}{P}\)
Coupon rate
0.2%
Yield to maturity
10.0%
Max maturity shown
80y
Selected maturity
10y
Coupon payments per year
Annual (1)
Semiannual (2)
Quarterly (4)
Reset Defaults
Selected maturity
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Macaulay duration
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