Enter cash flow at time t
How does the Method of Equated Time-Exact Method-Macaulay Duration-Volatility Calculator work?
Free Method of Equated Time-Exact Method-Macaulay Duration-Volatility Calculator - Given a set of cash flows at certain times, and a discount rate, this will calculate t using the equated time method and the exact method, as well as the macaulay duration and volatility
This calculator has 2 inputs.
This calculator has 2 inputs.
What 2 formulas are used for the Method of Equated Time-Exact Method-Macaulay Duration-Volatility Calculator?
v = 1/(1 + i)
t = ΣCF x t/ΣCF
t = ΣCF x t/ΣCF
What 6 concepts are covered in the Method of Equated Time-Exact Method-Macaulay Duration-Volatility Calculator?
- cash flow
- the total amount of money being transferred into and out of a business, especially as affecting liquidity.
- duration
- the weighted average of the times until those fixed cash flows for a bond are received.
- interest
- payment from a borrower or deposit-taking financial institution to a lender or depositor of an amount above repayment of the principal sum, at a particular rate
- method of equated time-exact method-macaulay duration-volatility
- time
- a point of time as measured in hours and minutes past midnight or noon
- volatility
- Measures dispersion of returns for an stock or index
Method of Equated Time-Exact Method-Macaulay Duration-Volatility Calculator Video
