in E7:
到期收益率 7% 1
债券面值 1000 2 in D10:
到期年限 10 3 in D11:
4
交易日/到期日日期 2008/1/1 2018/1/1 5 in D15:
债券A 债券B 6 in D16:
息票利率 7% 13% 7 in D17:
息票金额 70 130 8 in D18:
债券价格 1000 9
10 in D19:
付款年数 4 in D20:
债券A 债券B
付款现金流量现值
加权系数
债券久期(按定义计算)
债券修正久期(按定义计算)
债券久期(用Excel函数计算)
修正久期(用Excel函数计算)
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=DATE(YEAR(D7)+E5,MONTH(D7),DAY(D7))
=D9*$E$4
=PV($E$3,$E$5,-D10,-$E$4)
=PV($E$3,$E$13,,IF($E$13=$E$5,-$E$4-D10,-D10))
=D15/D11
{=SUM($I$3:$I$12*J3:J12)}
=D17/(1+$E$3)
=DURATION($D$7,$E$7,D9,$E$3,1)
=MDURATION($D$7,$E$7,D9,$E$3,1)
O P
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