Modified Duration in Financial Formulas

Modified Duration, a formula commonly used in bond valuations, expresses the change in the value of a security due to a change in interest rates. And is denoted by MD.

Formulas to find Modified Duration in Financial

fxModified DurationGo

List of variables in Financial formulas

fx Macaulay Duration Go

fx Yield to Maturity (YTM) Go

fx Coupon Periods Go

FAQ

What is the Modified Duration?

Modified Duration, a formula commonly used in bond valuations, expresses the change in the value of a security due to a change in interest rates.

Can the Modified Duration be negative?

{YesorNo}, the Modified Duration, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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