Bond Convexity Calculator
Result
Bond Convexity Calculator Estimate how a bond's price changes for a given shift in yield using duration and convexity. Enter the modified duration, convexity, and yield change to see the estimated percentage price change. — free online calculator.
Formula
- Bond Convexity Calculator calculates its result from Deltay, Duration, Convexity. It uses the formula ΔP/P ≈ −Duration×Δy + 0.5×Convexity×(Δy)^2. Change any input to recalculate the result instantly.
- The main inputs are Deltay, Duration, Convexity. Enter them in the units and format shown in the calculator.
- Use monetary amounts, rates and time periods exactly as labeled; the result reflects the assumptions entered on this page.
- Changing any input above recalculates the result with the same calculation engine used by this page.
Example: Bond Convexity
- Deltay: 2
- Duration: 5
- Convexity: 4
Using Deltay = 2, Duration = 5, Convexity = 4, the calculated result is -2.
Sample result: Calculating…
Frequently asked questions
What does the Bond Convexity calculate?
Bond Convexity Calculator Estimate how a bond's price changes for a given shift in yield using duration and convexity. Enter the modified duration, convexity, and yield change to see the estimated percentage price change. — free online calculator.
Which values should I enter?
Enter Deltay, Duration, Convexity using the units and format shown beside each field.
What formula does this calculator use?
The calculator uses the following relationship: ΔP/P ≈ −Duration×Δy + 0.5×Convexity×(Δy)^2.
Why might my result differ from another source?
Results can differ when another source uses different units, rounding rules, conventions or assumptions. Compare the inputs and definitions before comparing results.
Does the result update automatically?
Yes. Changing an input updates the result using the same calculation engine shown on this page.