Duration & Convexity Calculator

Calculate Macaulay duration, modified duration, and convexity for fixed income instruments. Use duration and convexity to estimate price sensitivity to yield changes and measure the accuracy of duration-based hedges.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How to Use

Enter the values for the scenario you are assessing. Calculate Macaulay duration, modified duration, and convexity for fixed income instruments. Use duration and convexity to estimate price sensitivity to yield changes and measure the accuracy of duration-based hedges. Use the duration & convexity result to inform your calculation.

Frequently Asked Questions