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mduration

Modified duration of a bond.

v = mduration(settlement, maturity, coupon, yld, frequency, basis)

Returns duration(...) / (1 + yld/frequency) — the price sensitivity to yield changes. Useful for measuring interest-rate risk.

mduration('2008-01-01', '2018-01-01', 0.08, 0.09, 2)
  • duration — Macaulay duration of a bond.