How to use this tool
Check the units, enter your values, and run the tool. Results follow the assumptions and method below.
Calculation method
Effective duration
(down-up)/(2*current*change/100)Effective Duration Calculator
Supply prices repriced under equal parallel upward and downward yield shifts.
Supply prices repriced under equal parallel upward and downward yield shifts.
Result
Enter your values and run the tool to see your result.