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Calculator Guide

Duration & Convexity

Use our free Duration & Convexity calculator to bond sensitivity metrics under yield assumptions. Understand key inputs, see worked examples, and get instant results.

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When to use it

  • • Use it when you need a quick decision-ready view for Duration & Convexity.
  • • Use it when you want to understand the formula and inputs before switching to the interactive tool.
  • • Use it when comparing investment, loan, or capital allocation scenarios.

Key inputs

  • • Face Value
  • • Coupon Rate (%)
  • • Yield Rate (%)
  • • Years to Maturity

Common questions

What is Duration & Convexity best used for?

Bond sensitivity metrics under yield assumptions. This page explains the main inputs and output interpretation before you switch into the full calculator.

When should I use the interactive Duration & Convexity tool?

Use the interactive tool when you already know your assumptions and want detailed tables, charts, or CSV export.

What inputs does the Duration & Convexity use?

The formula uses the following inputs: Face Value, Coupon Rate (%), Yield Rate (%), Years to Maturity. Enter them in the calculator above to get precise results.

Is the Duration & Convexity free to use?

Yes, The Capital Deck's Duration & Convexity is completely free with no sign-up required.

Can I use the Duration & Convexity on mobile?

Yes, the calculator works on all modern browsers on desktop and mobile devices.

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