Bond Convexity Calculator – Fixed Income Tools – Multi-Tools

Bond Convexity Calculator

Calculate bond convexity and analyze interest rate risk. Understand how bond prices respond to yield changes with comprehensive convexity metrics.

Bond Details
Face value of the bond
Annual coupon rate
Time until bond matures
Current yield to maturity
Frequency of coupon payments
Basis points for sensitivity analysis

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How to Use
  1. Enter bond details (par value, coupon rate)
  2. Specify maturity and yield information
  3. Select payment frequency
  4. Set yield change for analysis
  5. Click Calculate for convexity analysis

Key Terms:

  • • Convexity: Second derivative of price-yield relationship
  • • Duration: First-order price sensitivity
  • • PVBP: Price value of a basis point change
  • • Basis Point (bp): 0.01% change in yield

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