Ryan O’Connell, CFA, FRM explains Key Rate Duration & Key Rate Shifts in Microsoft Excel.
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Chapters:
0:00 – Annual Coupon Paying Bond
0:48 – The Spot Yield Curve
1:20 – Calculating Macaulay Duration
2:10 – Yield Curve Shifts
2:36 – Key Rate Duration Explained
*Disclosure: This is not financial advice and should not be taken as such. The information contained in this video is an opinion. Some of the information could be wrong. This channel is owned and operated by Portfolio Constructs LLC. Some of the links above are affiliate links, meaning, at no additional cost to you, I will earn a commission if you click through and make a purchase.
