Convexity (extended)
Calculate Convexity (extended) instantly with the exact formula and a worked example.
Convexity (extended)
Bond face value$
Annual coupon rate%
Yield to maturity per year%
Time to maturityyears
Coupons per year (0 = 1, 1 = 2, 2 = 4, 3 = 12)
Convexity
71.7854
Modified duration
7.665
Bond price
925.61$
Price change for +1 pp (duration + convexity)
-7.306%
More about: Convexity (extended)
What it calculates
The “Convexity (extended)” calculator computes Convexity from 5 parameters: bond face value ($), annual coupon rate (%), yield to maturity per year (%), time to maturity (years), coupons per year (0 = 1, 1 = 2, 2 = 4, 3 = 12).
A core calculation for studying, engineering tasks, and checking solutions.
Example calculation
With parameters Bond face value = 1,000 $, Annual coupon rate = 5 %, Yield to maturity per year = 6 %, Time to maturity = 10 years, Coupons per year (0 = 1, 1 = 2, 2 = 4, 3 = 12) = 1 the result is 71.79.
How to use
- Enter bond face value, annual coupon rate, yield to maturity per year, time to maturity and coupons per year (0 = 1, 1 = 2, 2 = 4, 3 = 12) — each field above is adjustable with a slider.
- Convexity is calculated automatically as you type.
- Check the worked example below to see the formula applied to real numbers.
- Copy the result or bookmark this calculator.
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FAQ
How is Convexity (extended) calculated?
The Convexity (extended) calculator computes Convexity from bond face value, annual coupon rate, yield to maturity per year, time to maturity, coupons per year (0 = 1, 1 = 2, 2 = 4, 3 = 12). Enter your values above and the exact formula is applied instantly; a worked example with real numbers is shown below.
Is the Convexity (extended) calculator free?
Yes. It is completely free, needs no signup, runs entirely in your browser, and sends no data to any server.
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