Bond's Convexity in Financial Formulas

Bond’s Convexity measures the degree to which its price changes in response to interest rate fluctuations, giving insight into the bond’s risk and potential return. And is denoted by BC.

Financial formulas that make use of Bond's Convexity

fxConvexity AdjustmentGo

FAQ

What is the Bond's Convexity?

Bond’s Convexity measures the degree to which its price changes in response to interest rate fluctuations, giving insight into the bond’s risk and potential return.

Can the Bond's Convexity be negative?

{YesorNo}, the Bond's Convexity, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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