You Know Market Price
You Know Yield to Maturity
Bond Convexity & Duration Calculator: Inputs
Current Bond Trading Price ($)
Bond Face Value/Par Value ($)
Years to Maturity
Annual Coupon Rate (%)
Coupon Payment Frequency:
Monthly
Quarterly
Twice a Year
Annually
None (Zero Coupon)
Compute Bond Duration & Convexity
Draw Price vs. Yield Graph
Bond Duration Calculator: Outputs
Yield to Maturity (%):
Macaulay Bond Duration (Years):
Modified Bond Duration (Δ%/1%):
Bond Convexity:
Bond Convexity & Duration Calculator: Inputs
Bond Face Value/Par Value ($)
Years to Maturity
Annual Coupon Rate (%)
Yield to Maturity (Market Yield) (%)
Days Since Last Bond Payout
Coupon Payment Frequency:
Monthly
Quarterly
Twice a Year
Annually
None (Zero Coupon)
Compute Bond Duration & Convexity
Draw Price vs. Yield Graph
Bond Duration Calculator: Outputs
Current Market Price ($):
Macaulay Bond Duration (Years):
Modified Bond Duration (Δ%/1%):
Bond Convexity: