Bond Convexity Calculator

Use this calculator to compute the convexity, Macaulay duration and current price of a bond.

Bond Convexity Calculator
Face Value ($):
Annual Coupon Rate (%):
Annual Market Rate (%):
Years to Maturity:
Convexity
Macaulay Duration
Current Bond Price
Payment Interval:    Annual    Semiannual    Quarterly  Monthly
   


Computational Notes

See Convexity and Interest Rate Risk.

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AI (ChatGPT)

The AI (ChatGPT) Bond Investing Handbook: Bond Convexity