Convexity Adjustment in Financial Formulas

Convexity Adjustment refers to the modification made to the duration of a bond or fixed-income security to account for changes in interest rates. And is denoted by CA.

Formulas to find Convexity Adjustment in Financial

fxConvexity AdjustmentGo

List of variables in Financial formulas

fx Bond's Convexity Go

fx Change of Yield Go

FAQ

What is the Convexity Adjustment?

Convexity Adjustment refers to the modification made to the duration of a bond or fixed-income security to account for changes in interest rates.

Can the Convexity Adjustment be negative?

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

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