bond convexity dynamic chart
TRANSCRIPT
Dynamic Chart Annual Percentage Rate
Inputs
Rate Convention: 1 = EAR, 0 = APR 0 0
Annual Coupon Rate (CR) 5.0% 10
Yield to Maturity (Annualized) (y) 9.0% 18
Number of Payments / Year (NOP) 2 2
OutputsDiscount Rate / Period (RATE) 4.5%
Dynamic Chart OutputsTime to Maturity (Years) 1 2 3 4 5 6 7 8 9Number of Periods to Maturity 2 4 6 8 10 12 14 16 18Convexity of Coupon Bond 1.80 5.23 10.10 16.23 23.43 31.53 40.37 49.78 59.62Convexity of Zero-Coupon Bond 1.83 5.49 10.99 18.31 27.47 38.46 51.28 65.93 82.42
BOND CONVEXITY
0 5 10 15 20 25 30
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1000Dynamic Chart of Bond Convexity
Time To Maturity (Years)
Co
nv
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Annual Percentage Rate
10 11 12 13 14 15 16 17 18 19 20 21 22 2320 22 24 26 28 30 32 34 36 38 40 42 44 46
69.75 80.04 90.39 100.70 110.88 120.85 130.55 139.94 148.97 157.61 165.83 173.63 180.98 187.90100.73 120.88 142.85 166.66 192.30 219.78 249.08 280.21 313.18 347.98 384.61 423.07 463.36 505.48
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1000Dynamic Chart of Bond Convexity
Time To Maturity (Years)
Co
nv
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ity
24 25 26 27 28 29 3048 50 52 54 56 58 60
194.37 200.42 206.03 211.24 216.05 220.47 224.53549.44 595.22 642.84 692.29 743.57 796.69 851.63