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Macaulay Duration Calculator

Weighted-average time to a bond's cash flows in years — the classic Macaulay duration from coupon, yield and maturity.

— years
Macaulay duration
— years
Modified duration
$—
Bond price

Formula

D_mac = Σ t·PV(CF_t) / P (in periods, ÷ f for years)

Macaulay duration is the PV-weighted average time you wait for the bond's cash. A zero-coupon bond's duration equals its maturity; coupons pull duration shorter. It rises with maturity and falls as coupon or yield rises.

References: Macaulay, F. (1938), NBER — Some Theoretical Problems; CFA Program Curriculum, Fixed Income — duration

Not financial advice — for informational and analytical use only. Verify all figures with a qualified professional before acting on them.

Need macaulay duration calculator results fast? Analysts, founders, traders and finance professionals use the Macaulay Duration Calculator to skip the spreadsheet and get a defensible answer in one step — free, private and instant.

About Macaulay Duration Calculator

Weighted-average time to a bond's cash flows in years — the classic Macaulay duration from coupon, yield and maturity. Macaulay duration is the PV-weighted average time you wait for the bond's cash. A zero-coupon bond's duration equals its maturity; coupons pull duration shorter. It rises with maturity and falls as coupon or yield rises. The governing relationship is D_mac = Σ t·PV(CF_t) / P (in periods, ÷ f for years). The Macaulay 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 Macaulay Duration Calculator

  1. 1Enter Face value (currency), Coupon rate (% p.a.), Yield to maturity (% p.a.), Years to maturity, Coupon frequency into the Macaulay Duration Calculator.
  2. 2The result is computed automatically using D_mac = Σ t·PV(CF_t) / P (in periods, ÷ f for years) — there is no button to press.
  3. 3Change any input to model a different scenario, then copy or share the result.

Why use Macaulay Duration Calculator?

  • Computes macaulay 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 Macaulay Duration Calculator?+

Macaulay Duration Calculator uses D_mac = Σ t·PV(CF_t) / P (in periods, ÷ f for years). Macaulay duration is the PV-weighted average time you wait for the bond's cash. The tool substitutes your actual inputs into this relationship and shows the worked example step by step.

What inputs does the Macaulay Duration Calculator need?+

Enter Face value (currency), Coupon rate (% p.a.), Yield to maturity (% p.a.), Years to maturity, Coupon frequency and the result updates immediately — there is no button to press. Change any value to model a different scenario in real time.

Is the Macaulay 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 Macaulay Duration Calculator?+

A zero-coupon bond's duration equals its maturity; coupons pull duration shorter. It rises with maturity and falls as coupon or yield rises.

What is the Macaulay Duration Calculator based on?+

The method follows authoritative sources: Macaulay, F. (1938), NBER — Some Theoretical Problems; CFA Program Curriculum, Fixed Income — duration. The formula and references are shown on the page so you can verify and cite the result.

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