Talk:Bond convexity

how can bond duration vary?
How bond duration can vary with the floating rate Maybe I'm missing something on this


 * 1st - wouldn't it belong in duration raather than convexity (if true)
 * 2nd - floating rate bond, no mention of risk changing ==> at next
 * reset date, bond value = face value ==> (approx) 1st and second derivatives =0
 * (since from one reset date to the next there is no price change)

At a minimum it needs more explanation

OK, I see now it's the term "floating rate" which confused me. Floating just means "changing," and it's not the coupon that's changing. I've "floated" the section title to remove this confusion Smallbones 20:59, 23 December 2005 (UTC)

Missing Diagrams
In section "Why bond convexities differ" we read: "...see diagrams below.", but there are no diagrams in the entire article. It would be quite helpful if the missing diagrams were added -- this subject may be challenging for a beginner and some illustrations could help such a reader significantly. --Plamen Grozdanov (talk) 22:26, 21 May 2008 (UTC)

External links modified
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