Can you please tell us how you would use the formula for between coupon periods? For example: for a total period of 5 years, and you're 91 days into the 1st period, what would be the inputs for t and T?
Why do you say this is not possible on the plus? I am able to calculate it using bond function. Only difference is using 5 (annual pmt) in the bond function. Is this a problem under different scenarios?
Say its semi annual, 12/180 = 0.067 which is how much time has passed. 1-0.067= 0.933, which is the time remaining of the period. Say there's 5 years left and you're 12 days into the first period, then N= 4.933.
This has saved me many hours of study time! I'm so glad there is a way to calculate using the bond worksheet!
Thanx Fabian do fabulous job....I am waiting for many more to watching
Thanks for this upload, good timing on uploads. Useful after just gotten off work and have a mini review on such topics
Method 3 is goated. Thanks for the easy explanation.
Thanks for also showing me STO and 246 keys to easily remember moddur formula.
Thanks for constant uploads
Duration can be quite challenging for us candidates at times. Thank you for breaking everything down bro!
Can you please tell us how you would use the formula for between coupon periods? For example: for a total period of 5 years, and you're 91 days into the 1st period, what would be the inputs for t and T?
Do you have videos regarding Fixed Income Attribution? and practices on residual effects being overriden or allocated to other effects
thank you so much for method 3
Fabian, what about calculating the duration between period, more realistic rather than selecting periods as 1,2,3,4,5 and etc?
Thanks for this Quick hack 👍
I used closed forum formula to calc mac dur but it doesnt give me precise answer what to do it really takes time right for a one mark ?
how do we use the calculator when t/T is not 0?
Thank you!!!
You're welcome!
To annualize the MacDur in Method 3, do you have to divide it by 2 since it is a semi-annual payment or is that technically already baked in?
It's already in annualized terms
Thank you
Why do you say this is not possible on the plus? I am able to calculate it using bond function. Only difference is using 5 (annual pmt) in the bond function. Is this a problem under different scenarios?
he said it is possible on the professional version of the BA 2 Plus
method 3 if bond is 12 days into the first coupon in a 30/360?
Say its semi annual, 12/180 = 0.067 which is how much time has passed. 1-0.067= 0.933, which is the time remaining of the period. Say there's 5 years left and you're 12 days into the first period, then N= 4.933.
@@Ashleycashmoney Thank you so so much!