Bond convexity Calculator

Written by:Abraham A.
Location:Bonds

Finance.ThinkAndDone.com provides you online and windows calculators to calculate convexity of a bond when you provide the bond's maturity value, coupon rate, YTM and years till maturity. The bond convexity is calculated at first by find bond price and using it with convexity formula to find convexity of the bond.

Location: Bonds

Bond convexity Calculator

Developed by:Emma A.
Location:Financial Calculators
type in the authorization code in the box located below:

Results

Bond Convexity = 272.29 (years2)

Input Data

Please enter the maturity value of the bond (debt) 
Please enter the market rate of return (YTM) of the bond (debt) 
Please enter the coupon rate  
Please enter the years to maturity  


Instructions

You have to provide certain details about the bond for which you have find the yield to maturity. Assuming we have a 7% semiannual $1000 bond with market price having 10 years to maturity. Similar bonds on the market have 5% as yield to maturity.

  1. You have to key in 1000 as par value of the bond
  2. You have to key in 5 as the yield to maturity
  3. You have to key in 7 as the coupon rate
  4. You have to key in 10 as years to maturity
  5. You have to select the frequency of interest payments
Location: Financial Calculators