修正D=D/（1+D/m）,m为一年计息次数。

麦考利久期: Macaulay Duration
修正久期: Modified duration
Modified duration is a measure of the price sensitivity of a bond to interest rate movements. It is calculated as shown below:

                Modified Duration =  Macaulay Duration /( 1 + y/n),

where y = yield to maturity and n = number of discounting periods in year ( 2 for semi annual pay bonds )

同意楼上的。
Modified Duration =  Macaulay Duration /( 1 + y/n),
久期的经济意义也说明了y要除以n

关键看付息的频率啊一年两次就要除以2,一年４次就要除以４了

修正久期=麦考利久期/（1+y）