MathishaGammanpila

Duration & Convexity Calculator

Duration tells you how much a bond's price moves for a small change in yield. Convexity tells you how wrong that estimate gets as the move grows. Drag the shock slider and watch the three estimates diverge.

Nothing saved yet Your inputs are kept in this browser only — nothing is sent anywhere.

Bond

% p.a.
% p.a.

Yield shock what happens if yields move by

Price–yield curve

Actual priceDuration tangentCurrent yield
Copied
← Back to tools