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Bond Convexity Calculator
This online calculator is used to measure and manage the portfolios exposure to interest rate risk and risk of loss of expectation.
Results...
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Formula for Bond Convexity Calculation :
Convexity is a measure of the curve in the relationship between a bonds price and a bonds yield, as it also takes into account the bonds duration. The duration measures the sensitivity of an asset in relation to external market forces, such as interest rates.
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Where,
P - Bond Price
Y - Yield to maturity in decimal form.
T - Maturity in years.
CFt - Cash flow at time t.
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