Bond Duration Calculator
Calculate Macaulay duration, modified duration, and convexity for bond price sensitivity analysis.
Bond Parameters
$
%
%
years
Duration measures bond price sensitivity to interest rate changes. Higher duration means greater price volatility.
Modified Duration
7.922
years
Macaulay Duration
8.081 yrs
Bond Price
$1,081.76
Duration Analysis
Macaulay Duration8.0809 years
Modified Duration7.9225 years
Convexity75.4725
Rate Sensitivity (1% Change)
Est. Price Change29.81%
If Rates Rise 1%$1,404.27
If Rates Fall 1%$759.24