ART-329 · OpenChainGraph · TVM Primitive
v1.0.0

Bond Macaulay / Modified Duration

Macaulay and modified duration for a standard even-period bullet bond, given face value, coupon rate, yield to maturity, years to maturity, and compounding frequency. Prices the schedule and reports the PV-weighted average time to cash flows in years. Feeds the DV01 and convexity primitives for full fixed-income risk analytics.

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