Bond Convexity Approximation in Investment Formulas

Bond Convexity Approximation is an approximation measure of the sensitivity of the duration of a bond to changes in interest rates. And is denoted by BC_A.

Formulas to find Bond Convexity Approximation in Investment

fxBond Convexity ApproximationGo

List of variables in Investment formulas

fx Bond Price when Incremented Go

fx Bond Price when Decremented Go

fx Bond Value Go

fx Change in Interest Rate Go

FAQ

What is the Bond Convexity Approximation?

Bond Convexity Approximation is an approximation measure of the sensitivity of the duration of a bond to changes in interest rates.

Can the Bond Convexity Approximation be negative?

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

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