Financial

DURATION Function in Excel

Returns the annual duration of a security with periodic interest payments.

Syntax

  • =DURATION(settlement, maturity, coupon, yld, frequency, [basis])

Arguments

  • settlement (required): Settlement date
  • maturity (required): Maturity date
  • coupon (required): Annual coupon rate
  • yld (required): Annual yield
  • frequency (required): Payments per year
  • basis (optional): Day count basis

Examples

  • =DURATION("1/1/2024", "1/1/2034", 0.08, 0.09, 2) - Macaulay duration - Result: Years

Excel DURATION function documentation

  • DURATION returns Macauley duration (in years) for a security with periodic interest payments.
  • Syntax: =DURATION(settlement, maturity, coupon, yld, frequency, [basis]).
  • Use duration to estimate bond price sensitivity to interest-rate moves.
  • Duration analytics often complement [PRICE](/functions/price/), [YIELD](/functions/yield/), [PV](/functions/pv/), and [Financial functions](/categories/financial/).

DURATION parameter guide

  • settlement and maturity define the cash-flow horizon.
  • coupon and yld are annualized rates used in weighted present-value timing.
  • frequency selects coupon periods per year.
  • basis controls day-count assumptions and should match instrument specs.

Step-by-step: rate sensitivity check for a bond

  • Step 1 — Enter bond terms and current yield assumptions.
  • Step 2 — Compute base duration with =DURATION(...).
  • Step 3 — Recalculate [PRICE](/functions/price/) under +50 bps and -50 bps yield shocks.
  • Step 4 — Compare duration estimate vs actual price shift for convexity intuition.
  • Step 5 — Use this as a quick risk screen before deeper fixed-income modeling.

DURATION vs MDURATION

  • DURATION returns Macauley duration (time-weighted cash-flow horizon).
  • MDURATION returns modified duration, directly tied to percentage price sensitivity.
  • Both depend on yield, coupon, and maturity assumptions.
  • Choose MDURATION when you need immediate dP/P approximation for small yield changes.

Worked examples to copy

  • Basic duration: =DURATION(DATE(2026,6,30),DATE(2034,6,30),0.04,0.05,2,0).
  • Annual coupon case: =DURATION(settle,mat,coupon,yield,1,1).
  • Short maturity typically means lower duration.
  • Low coupon usually increases duration, all else equal.

People also ask

  • Can duration be greater than maturity? — Not for standard fixed-coupon bonds.
  • Why does duration drop over time? — Remaining cash-flow horizon shortens.
  • Is duration enough for large shocks? — Add convexity for larger rate moves.
  • How to benchmark projects? — For non-bond projects, use [NPV](/functions/npv/) and [IRR](/functions/irr/).

Common errors

  • #NUM! if parameters invalid

Use cases

  • Interest rate risk
  • Bond analysis
  • Portfolio management

Frequently asked questions

  • What is DURATION (Macaulay duration)? DURATION calculates the weighted average time to receive a bond's cash flows, measured in years. It measures interest rate sensitivity - higher duration means greater price sensitivity to rate changes. Essential for bond portfolio management.
  • How do I interpret duration? Duration of 5 years means: (1) weighted average time to receive cash flows is 5 years, and (2) approximately, a 1% rate increase causes ~5% price decrease. Longer duration = more interest rate risk. Zero-coupon bonds have duration equal to maturity.
  • What's the difference between DURATION and MDURATION? DURATION is Macaulay duration (in years). MDURATION is Modified duration = Macaulay / (1 + yield/frequency). Modified duration directly estimates percentage price change: ΔPrice% ≈ -MDURATION × Δyield. Use MDURATION for price sensitivity calculations.

Editorial review

  • Reviewed by Excel.Directory Editorial Team. Updated May 2026.

When to use DURATION

  • Interest rate risk — common Financial scenario for DURATION.
  • Bond analysis — common Financial scenario for DURATION.
  • Portfolio management — common Financial scenario for DURATION.

DURATION in the Financial category

  • Browse all Financial functions at /categories/financial/ for related formulas.
  • DURATION syntax: =DURATION(settlement, maturity, coupon, yld, frequency, [basis])
  • settlement (required): Settlement date
  • maturity (required): Maturity date
  • coupon (required): Annual coupon rate
  • yld (required): Annual yield
  • Confirm DURATION arguments match the syntax shown above before filling down.
  • Lock table and range references with $ when copying formulas across rows or sheets.

Formula checklist before you copy down

  • Confirm DURATION arguments match the syntax shown above before filling down.
  • Lock table and range references with $ when copying formulas across rows or sheets.
  • If results look wrong, check for text stored as numbers and invisible spaces with TRIM.
  • Spot-check three known input rows manually against expected output.

Related Excel functions

  • MDURATION (/functions/mduration/): Returns the modified Macaulay duration for a security.
  • PRICE (/functions/price/): Returns the price per $100 face value of a security that pays periodic interest.
  • YIELD (/functions/yield/): Returns the yield on a security that pays periodic interest.

Errors to watch for

  • #NUM! if parameters invalid — review causes on linked error pages in the directory.

Copy-paste audit workflow

  • Enter DURATION on three test rows with known expected output documented on a QA tab.
  • Fill down only after absolute references are locked on lookup tables and rate tables.
  • Compare against manual calculation or a calculator for financial and statistical functions.
  • Search this directory for comparison guides when choosing between similar functions in the same category.

DURATION worked examples to copy

  • =DURATION("1/1/2024", "1/1/2034", 0.08, 0.09, 2) — Macaulay duration. Expected result: Years.

DURATION reference summary for crawlers and offline review

  • DURATION belongs to the Financial category in Excel. Returns the annual duration of a security with periodic interest payments.
  • Full syntax: =DURATION(settlement, maturity, coupon, yld, frequency, [basis]). Open /functions/duration/ for parameters, FAQs, and related pages.
  • Common mistakes: #NUM! if parameters invalid
  • Pair this function with comparison guides when another Excel formula might fit the same task better.
  • Review fix-excel-formula-errors when unexpected errors appear after upgrading Excel or sharing across locales.