Tag MDuration Function

How to Calculate Duration and Convexity of a Bond with Excel

Duration and convexity are important numbers in bond portfolio management, and duration is pretty simple in Excel because there are built-in functions. Convexity, though, is another matter. Of course, there are formulas that you can type in (see table below), but they aren’t easy for most people to remember and are tedious to enter. In this article I will show…