Bond Parameters
Price–Yield Sensitivity
Cash Flow Timeline
Duration Risk Analysis
Enter bond parameters and click Calculate Duration to see analysis.
Convexity & Price Sensitivity
Analyze price curvature, DV01, and second-order rate effects.
Convexity Metrics
Convexity: --
Modified Convexity: --
Dollar Convexity: --
DV01 Analysis
DV01: --
PV01: --
Basis Point Value: --
Price Sensitivity (±100bp)
+100bp: --
−100bp: --
Convexity Bonus: --
Spread Duration
Spread Duration: --
Credit Duration: --
OAS Duration: --
Price–Yield Curve
Convexity Adjustment Calculator
Estimate the price change for any yield shock using duration-only or duration+convexity formulas.
Portfolio Duration Management
Build a portfolio strategy and see weighted duration, convexity, and bucket contributions.
Treasury Yield Curve
Per-bucket yields used for portfolio weighting, key-rate duration shocks, and bucket-discounted bond pricing. Defaults are recent Treasury par yields — edit to match today's curve.
Portfolio Duration Distribution
Duration Contribution by Maturity Bucket
Duration Immunization
Match asset duration to liability horizon for parallel-shift immunity.
Liability Matching Setup
Duration Gap Analysis
Asset Duration: --
Liability Duration: --
Duration Gap: --
Gap Risk: --
Immunization Tracking
Interest Rate Scenarios
See how the bond reacts to parallel shifts and curve reshapes.
Rate Shock Scenarios
Parallel Shift (+100bp): --
Parallel Shift (−100bp): --
Steepening (short −25bp / long +25bp): --
Flattening (short +25bp / long −25bp): --
Twist (5y +25bp): --