Dollar Duration Calculator
Dollar duration of a position (MV × modified duration) and position sizing to hit a target dollar-duration budget.
Formula
Risk desks budget in dollar duration because it adds linearly across positions regardless of maturity: a $1m 10-year and a $5m 2-year carry similar DD. Sizing trades to a DD budget keeps total curve exposure constant as you rotate maturities.
Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.
Disclaimer: This tool is for general informational and estimation purposes only and is not professional financial, tax, accounting or legal advice. All figures are estimates — verify with a qualified professional before making decisions. Read the full disclaimer.
Need dollar duration calculator results fast? Analysts, founders, traders and finance professionals use the Dollar Duration Calculator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.
About Dollar Duration Calculator
Dollar duration of a position (MV × modified duration) and position sizing to hit a target dollar-duration budget. Risk desks budget in dollar duration because it adds linearly across positions regardless of maturity: a $1m 10-year and a $5m 2-year carry similar DD. Sizing trades to a DD budget keeps total curve exposure constant as you rotate maturities. The governing relationship is DD = MV × D_mod; ΔV = −DD × Δy. The Dollar Duration Calculator computes entirely in your browser — free, private (your figures never leave your device) and instant, recalculating live as you change any input.
How to use Dollar Duration Calculator
- 1Enter Position market value (currency), Modified duration (years), Target dollar duration (currency·yr) into the Dollar Duration Calculator.
- 2The result is computed automatically using DD = MV × D_mod; ΔV = −DD × Δy — there is no button to press.
- 3Change any input to model a different scenario, then copy or share the result.
Why use Dollar Duration Calculator?
- ✓Computes dollar duration calculator instantly with the correct formula — no spreadsheet needed
- ✓100% free and unlimited, with no sign-up, login or paywall
- ✓Runs entirely in your browser, so the figures you enter stay private
- ✓Shows the formula, a live worked example and references so you can defend the number
Frequently asked questions
What is the formula behind the Dollar Duration Calculator?+
Dollar Duration Calculator uses DD = MV × D_mod; ΔV = −DD × Δy. Risk desks budget in dollar duration because it adds linearly across positions regardless of maturity: a $1m 10-year and a $5m 2-year carry similar DD. The tool substitutes your actual inputs into this relationship and shows the worked example step by step.
What inputs does the Dollar Duration Calculator need?+
Enter Position market value (currency), Modified duration (years), Target dollar duration (currency·yr) and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.
Is the Dollar Duration Calculator free, and is my data private?+
Yes — it is completely free with no sign-up or usage limit, and it runs entirely in your browser, so the numbers you enter are never uploaded or stored on any server. It is for informational and analytical use, not financial advice.
What should I watch out for when using the Dollar Duration Calculator?+
Sizing trades to a DD budget keeps total curve exposure constant as you rotate maturities.
What is the Dollar Duration Calculator based on?+
The method follows authoritative sources: Tuckman & Serrat — DV01 and dollar duration. The formula and references are shown on the page so you can verify and cite the result.
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