// multi-utility computation suite · offline · instant · precise
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fin.monte-carlo-schedule-PERT Calculator
Estimates project duration with confidence intervals using PERT three-point estimates (optimistic, most likely, pessimistic) combined with Monte Carlo simulation. PERT assumes beta-distributed task durations — Monte Carlo extends this to the full project network to give distribution of completion dates.
Inputs
O Days
Length of time the process lasts. Ensure units are consistent with rate inputs.
M Days
Length of time the process lasts. Ensure units are consistent with rate inputs.
P Days
Length of time the process lasts. Ensure units are consistent with rate inputs.
N Tasks
Count of items or occurrences.
Results
expected task duration μ (days)
Weighted average time to receive the bond's cash flows (years). Also a price sensitivity measure: duration of 7 means a 1% rise in yields drops the bond price ~7%.
task std deviation σ (days)
Standard deviation -- the average spread of values around the mean. In a normal distribution: 68% within 1 SD, 95% within 2 SD.
project P50 duration (days)
Weighted average time to receive the bond's cash flows (years). Also a price sensitivity measure: duration of 7 means a 1% rise in yields drops the bond price ~7%.
project P80 duration (days)
Weighted average time to receive the bond's cash flows (years). Also a price sensitivity measure: duration of 7 means a 1% rise in yields drops the bond price ~7%.
project P95 duration (days)
Weighted average time to receive the bond's cash flows (years). Also a price sensitivity measure: duration of 7 means a 1% rise in yields drops the bond price ~7%.
PERT: μ = (O+4M+P)/6; σ² = ((P−O)/6)²
Reference formula or conversion factor shown for context.