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Spreadsheet: Duration, Convexity and Price Yield Curve

๐Ÿ“‘Excel & SpreadsheetsSeptember 5, 2011 ยท 1 min read

This spreadsheet shows the relationship between price and yield where price is calculated using actual formula, and using the duration-convexity estimate. Related Article

Please download the spreadsheet from the following link:

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  • Duration, Convexity and Price Yield Curve

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