Live yield curve from the Federal Reserve. Drag any point to express your rate view — the tool decomposes your shift into its parallel, twist, and butterfly components and calculates the price impact on your bond.
CFA Level III · Fixed Income · Duration & Convexity
Loading live yield curve from FRED...
Drag any point on the curve up or down to express your rate view.
Live curve
Your view
Bond YTM
US Treasury yield curve — drag to reshape
Shift decomposition — what your view implies
Bond price sensitivity
Curve analytics
Data source: US Treasury yields from FRED (Federal Reserve Bank of St. Louis). Series: DGS1MO, DGS3MO, DGS6MO, DGS1, DGS2, DGS3, DGS5, DGS7, DGS10, DGS20, DGS30. Duration and convexity estimates use the standard bond mathematics formulae assuming semi-annual coupon payments. Price impact uses the first-order duration approximation plus second-order convexity adjustment. For illustrative and educational purposes only — not investment advice.