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Finding Macaulay Duration given a term structure of interest rates
How do you find Macaulay Duration when there are interest rate shocks throughout the horizon of the debt till maturity For example Semi-Annual compounding of interest Par value $1000 Annual Nominal Coupon 6% Years to Maturity 10 Nominal Annual Yield to Maturity (YTM): 4%, 7%, 6%, 5%, 7.5%, 6.5%,...
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