BOND PRICE & CONVEXITY CALCULATORS

Investment Strategies

Bond Markets & Research


Bond Price Calculators

Current Bond Price ($)
Duration of Bond (yrs.)
Convexity of Bond
Assumed Change in Interest Rates (in %)


Change in Bond Price
New Bond Price ($)

  • For bonds with convexity, the formula is as follows:
    % Change in Price = ((-Duration) * (% Change in Rates)) + (0.5 * Convexity * (% Change in Rates ^ 2))

This calculator is provided only as a general self-help tool and does not provide any specific recommendation or advice. Results depend on many factors including the assumptions provided. To the extent permitted by law, Dwight excludes all warranties and liability for any loss or damage resulting from anything done (or not done) in reliance upon all or part of the information provided by this calculator.

 
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