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Bonds weighted average term

General questions about using Fund Manager that do not fit into any other forum.

Postby Laika » Sat Apr 05, 2014 3:25 pm

Hi

Just curious if FM is able to calculate the weighted average term for bonds in an account?

Thanks,
Laika
Laika
 
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Postby Mark » Sun Apr 06, 2014 9:48 am

Hi Laika,

Do you mean like a weighted average of the maturity dates? If so, no, FM doesn't calculate that...
Thanks,
Mark
Fund Manager - Portfolio Management Software
Mark
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Postby Laika » Sun Apr 06, 2014 12:46 pm

... or the average duration of bonds held in a portfolio? E.g.:

Bond 1: $50,000, matures in 2 years
Bond 2: $60,000, matures in 3 years
Bond 3: $40,000, matures in 4 years

Weighted avg duration: (2*50+3*60+4*40)/150 = 2.9 yrs

Not a major deal if it can't be done in FM, since it's a straightforward calculation in Excel.
Laika
 
Posts: 7
Joined: Mon Jul 15, 2013 5:08 pm

Postby Mark » Sun Apr 06, 2014 3:33 pm

Hi Laika,

Understood, thanks for the explanation/idea. Seems like it would be a nice field to make available.
Thanks,
Mark
Fund Manager - Portfolio Management Software
Mark
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Posts: 11253
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Location: Chandler, AZ


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