Tuckman's effective duration

[Jose V]

Hi, I want to ask in what excel file is the attached Tuckman's effective duration example.
I only see a slightly different one in "P1.T4.c_2012_XLS_bundle_bonds_v0413.xlsx" sheet "4c.3 Effective Duration & Conv". Thanks!!

 

[David Harper CFA FRM]

Hi @Jose V It's on sheet = "4c.3 Durations (s.a.)" in the Tuckman workbook at https://learn.bionicturtle.com/topic/learning-spreadsheet-tuckman-chapter-5/
... but I pulled out the sheet for you here https://www.dropbox.com/s/eycw2yzi24ll13a/0223-effective-duration.xlsx?dl=0
... it was rearranged for that PPT slide, i think, so you probably are encountering a formatting difference but our numbers seem to match. I hope that helps, thank you!

 

[Jose V]

Thanks!!!