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Find the duration in EXCEL Par Value 1000 t CF(t) PV of CF(t) t x PV of CF(t) Coupon rate 5% 1 25 $24.39 $24.39
Find the duration in EXCEL
| Par Value | 1000 | t | CF(t) | PV of CF(t) | t x PV of CF(t) | |||
| Coupon rate | 5% | 1 | 25 | $24.39 | $24.39 | |||
| YTM | 5% | 2 | 25 | $23.80 | $47.59 | |||
| Years to Maturity | 3 | 3 | 25 | $23.21 | $69.64 | |||
| 4 | 25 | $22.65 | $90.60 | |||||
| PV | $1,000.00 | 5 | 25 | $22.10 | $110.48 | |||
| 6 | 1025 | $883.85 | $5,303.13 | |||||
| Duration | ? |
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Python For Finance
Authors: Yves Hilpisch
2nd Edition
1492024333, 978-1492024330
