Annual Convexity in Financial Formulas

Annual Convexity is the measure of the second derivative of the bond price to changes in yield, annualized. And is denoted by AC.

Financial formulas that make use of Annual Convexity

fxChange in Price of Full BondGo

What is the Annual Convexity?

Annual Convexity is the measure of the second derivative of the bond price to changes in yield, annualized.

Can the Annual Convexity be negative?

{YesorNo}, the Annual Convexity, measured in {OutputVariableMeasurementName} {CanorCannot} be negative.

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