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Fixed income mapping
Thank you so much for giving such an elaborate explanation. I got the answer as 4.6299. I just want to know if my steps are correct For eg In year 5 cashflow is 104 so 104*5=520 and then 520/1.04^5 same for all the other years right?- Vedshah3949
- Post #17
- Forum: P2.T5. Market Risk (25%)
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Fixed income mapping
Hey @David Harper CFA FRM could you explain how you got the 4.6299 and 1 Macaulay duration been trying for a long but cannot calculate it properly- Vedshah3949
- Post #15
- Forum: P2.T5. Market Risk (25%)