Hi

I have problems to program the adequate Macaulay Duration Formula. Does anyone have an idea?

Regards Thomas

Thomas, do you need the formula/algorithm or is it a programming problem? I can help you with the former. Rgds, Anders

Quote: Thomas, do you need the formula/algorithm or is it a programming problem? I can help you with the former. Rgds, Anders

I need the formula/algorithm the programming is not the problem.

Regards, Thomas

There's a closed-form formula for this on Wikipedia. I haven't verified it but it looks like the one I've been using for a very long time and have no problems with it.