DurationConvexityPanel

stable

Fixed-income duration and convexity metrics panel with modified duration, effective duration, convexity, and DV01

import { DurationConvexityPanel } from "@nodus/design-system/finance"

Duration & Convexity

US10Y Treasury Portfolio

2026-03-28

Modified Duration

7.84 yr

Price sensitivity per 1% rate move

Effective Duration

7.91 yr

Option-adjusted

Macaulay Duration

8.12 yr

Weighted avg cash flow time

Convexity

82.40

Second-order rate sensitivity (yr²)

DV01 ($100.00M notional)

$78.40K

Dollar value of 1 basis point

Rate Sensitivity — ±100 bps

+100bps: -7.43%−100bps: 7.43%

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Props

Prop	Type	Default	Description
`metrics`req	`DurationConvexityMetrics`	—	Duration, convexity, and DV01 metrics
`instrument`	`string`	—	ISIN, ticker, or portfolio identifier
`showSensitivity`	`boolean`	—	Show ±100bps price sensitivity scenario
`asOf`	`string`	—	As-of date string