Bond Risk Calculator – Fixed Income Tools – Multi-Tools

Bond Risk Calculator

Calculate and analyze bond risk metrics including duration, convexity, and interest rate sensitivity. Essential for fixed income risk management and portfolio analysis.

Bond Details

Par Value

Market Price

Annual Coupon Rate (%)

Yield to Maturity (%)

Years to Maturity

Payment Frequency

Risk Analysis Options

Interest Rate Change Step (%)

Step size for interest rate sensitivity analysis

Interest Rate Change Range (±%)

Maximum rate change to analyze in both directions

Risk Analysis

Duration Analysis

Duration Metrics

Macaulay Duration: 0.00 years

Modified Duration: 0.00

Dollar Duration: $0.00

Price Sensitivity

Duration Value at Risk: $0.00

Price Value of a Basis Point: $0.00

Effective Duration: 0.00

Convexity Analysis

Convexity Metrics

Convexity: 0.00

Dollar Convexity: $0.00

Convexity Effect: 0.00%

Total Price Effect

Duration Effect: 0.00%

Total Effect: 0.00%

Price Change: $0.00

Interest Rate Sensitivity

Price Change Analysis

Rate Change	Duration Effect	Convexity Effect	Total Effect	New Price

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How to Use

Enter bond details (par value, price, coupon)
Input yield and maturity information
Set payment frequency
Specify risk analysis parameters
Click Calculate to view risk metrics

Note:

Duration measures price sensitivity to yield changes
Convexity captures the second-order effect
Higher duration means higher interest rate risk