TODO_TAGS_REVIEW

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 compute_dv01 and compute_convexity for full fixed-income risk analytics.

Tool URL: https://ainumbers.co/chaingraph/art-329-tvm-bond-duration.html AP2/Policy Mandate export: yes

post/v1/tools/compute_bond_duration

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/compute_bond_duration
  • Auth: none declared

Request body

coupon_rate_pctnumber

Percentage value

day_count_conventionunknown required
face_valuenumber
periods_per_yearnumber
years_to_maturitynumber
ytm_pctnumber

Percentage value

Response

Successful tool execution result

coupon_rate_pctinteger
day_count_conventionstring
face_valueinteger
macaulay_duration_yearsnumber
modified_duration_yearsnumber
notestring
num_periodsinteger
periods_per_yearinteger
pricenumber
regulatory_basisstring
years_to_maturityinteger
ytm_pctinteger

Changes

No recorded changes to this operation across all 1 revision of this API.