TODO_TAGS_REVIEW

Bond Convexity

Standard closed-form convexity for a bullet bond, annualized by compounding frequency squared. Second-order complement to modified duration for estimating bond price sensitivity to larger yield moves; optionally reports the convexity price-adjustment term for a declared yield shock. Same bond schedule builder as compute_bond_duration.

Tool URL: https://ainumbers.co/chaingraph/art-331-tvm-convexity.html AP2/Policy Mandate export: yes

post/v1/tools/compute_convexity

Request

  • Base URL: https://ainumbers.co
  • URL: https://ainumbers.co/v1/tools/compute_convexity
  • Auth: none declared

Request body

coupon_rate_pctnumber

Percentage value

face_valuenumber
periods_per_yearnumber
years_to_maturitynumber
yield_shock_bpnumber
ytm_pctnumber

Percentage value

Response

Successful tool execution result

convexitynumber
convexity_price_adjustment_pctstring
coupon_rate_pctinteger
face_valueinteger
notestring
num_periodsinteger
periods_per_yearinteger
pricenumber
regulatory_basisstring
years_to_maturityinteger
ytm_pctinteger

Changes

No recorded changes to this operation across all 1 revision of this API.