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Glossary   >   C   >   "Convexity" Definition            Convexity A convex curve is one where you draw a straight line connecting the end points and the curve falls below the straight line. If the curve is above, it is known as concave. A measure of the curvature in the relationship between bond prices and bond yields. Glossary    Dictionary Search (powered by Google) WWW ITLOCUS.COM GLOSSARY.ITLOCUS.COM Translate a web page (powered by Google)      to German Spanish French Italian Portuguese Japanese Korean Chinese

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Convexity - A convex curve is one where you draw a straight line connecting the end points and the curve falls below the straight line. If the curve is above, it is known as concave.

A measure of the curvature in the relationship between bond prices and bond yields.