Effective Duration Calculator - calculatorrank.com

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Calculate price sensitivity of bonds with embedded options EffDur = (P_minus - P_plus) / (2 × P0 × Δy).

Initial Bond Price (P0)

$

Price if Yield Decreases (P-)

$

Price if Yield Increases (P+)

$

Yield Change Shift (Δy)

%

Result

Effective Duration

0.00 Years