Bonds / Interest rates

Bond duration sensitivity

Use modified duration to estimate the preliminary impact of yield changes on bond prices and build intuition about interest rate risk.

Bond price (% of par)Modified duration (years)Yield change (percentage points)Convexity (optional)

This tool computes only in the browser and does not upload input values. Results are educational demonstrations and do not constitute investment advice.

Decision dashboard

Estimated price movement

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Estimated post‑price—

Duration effect—

Convexity adjustment—

Important constraints:Duration is a local approximation; actual price is also influenced by credit spreads, liquidity, coupon payments and the shape of the yield curve. Rising rates typically push prices down, but not all bonds carry the same risk.

How to use this finance tool

This page turns a finance concept into checkable inputs, formulas, and scenarios. Read the variable definitions first, then compare conservative, base, and stress cases; one result is not a promise of return.

Suggested workflow: confirm units and time periods, enter your own assumptions, then review sensitivity, costs, and downside cases.

Limitations: the model does not forecast markets and may not include every tax, slippage, liquidity, credit, regulatory, or contract term. Verify important decisions with current primary information and a qualified professional.

Financial risk disclaimer

This page, its calculators, and examples are for education, research, and scenario estimation only. They are not personalized investment, trading, betting, tax, legal, or financial advice. Markets and local rules can change quickly; verify current primary information and take responsibility for your decisions. Past performance, model outputs, and simulations do not guarantee future results.