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t+2 t+1 t
coupon coupon
Interest rate + Principal PV
Year t+1
PV
1000.00 Year t
Cash
Payments PVValue)
(Present weights (% weighted
of total PV) maturuty
in Rs
Table 3.4 : Calculating Duration on a Rs 1000, 10-year , 10% Coupon Rate Bond,
when its interest rate is 20%
Table 3.4 : Calculating Duration on a Rs 1000, 10-year , 20% Coupon Rate Bond,
when its interest rate is 10%