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

<--- Enter cash flow at time (t)
<--- Enter Discount Rate % (i) (only for Exact Method calc)
<--- Enter Equivalent Payment (only for Exact Method calc)

Given the cash flows and discount rate you entered of 5%, calculate Macaulay Duration d and volatility

d =CF x v x t
CF x v

Calculate v:
v =1
1 + i

v =1
1 + 0.05

v =1
1.05

v = 0.95

Plugging in our values for v, we get:
d = x 0.95 x
x 0.95

d = x 1 x
x 1

d =0
0

d =0
0

d =

Calculate volatility (v):
v =d
1 + i

v =
1 + 0.05

v =
1.05

v = 0