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Method of Equated Time-Exact Method-Macaulay Duration-Volatility Calculator

Enter cash flow at time t

  
  <--- i%
  <--- Equiv. Pmt
    

How does the Method of Equated Time-Exact Method-Macaulay Duration-Volatility Calculator work?

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.

What 2 formulas are used for the Method of Equated Time-Exact Method-Macaulay Duration-Volatility Calculator?

  1. v = 1/(1 + i)
  2. t = ΣCF x t/ΣCF

For more math formulas, check out our Formula Dossier

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