← All tools Aether Open a model
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
These tools are provided as they are, for working things out. They are not part of Aether's audited model engine and their results are not checked against it. Satisfy yourself that a number is right before you rely on it.