ART-331 · OpenChainGraph · TVM Primitive
v1.0.0

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 the duration and DV01 primitives.

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