Is this good for hobbyists & makers?

Yes — this version of "Bond Duration for a Black-Scholes option" is framed for hobbyists & makers exploring it for fun. Play with real physics and math, no license and no setup — just open and tinker.

Do I need to install anything?

No. It runs in any modern browser, free, with no account required.

For Hobbyists & Makers · Bond Duration

Bond Duration for a Black-Scholes option

Built for hobbyists & makers exploring it for fun. Play with real physics and math, no license and no setup — just open and tinker. Simulate a Black-Scholes option live below — adjust the inputs and watch it respond, right in your browser.

Bond Duration & PriceLive

interest-rate sensitivity

Controls

Presets

Coupon rate (%)

Yield to maturity (%)

Years to maturity

Face value ($)

A bond's price moves opposite to yields, and duration measures how much. Modified duration approximates the percent price drop for a 1% rise in yield — longer maturities and lower coupons mean higher duration and bigger swings. Educational tool, not financial advice.

▶ Run in Python

Data Inspector

Bond price$1000.00

Macaulay duration8.11 yr

Modified duration7.72

≈ price change / +1% yield-7.72%

Governing equation

D_{m o d} = \frac{D _{ma c}}{1 + y} = \frac{8.11}{1 + 0.05} = 7.72

Reading this result: Coupon equals yield, so the bond prices right at par — yet its 7.7-year modified duration still exposes it to rate swings.

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Frequently asked questions

Is this good for hobbyists & makers?: Yes — this version of "Bond Duration for a Black-Scholes option" is framed for hobbyists & makers exploring it for fun. Play with real physics and math, no license and no setup — just open and tinker.
Do I need to install anything?: No. It runs in any modern browser, free, with no account required.