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Convexity is a measure of the curvature or 2nd derivative of how the price of a bond varies with interest rate, i.e. how the duration of a bond changes as the interest rate changes. [3] Specifically, one assumes that the interest rate is constant across the life of the bond and that changes in interest rates occur evenly.
The bond angles in the table below are ideal angles from the simple VSEPR theory (pronounced "Vesper Theory") [citation needed], followed by the actual angle for the example given in the following column where this differs. For many cases, such as trigonal pyramidal and bent, the actual angle for the example differs from the ideal angle, and ...
Yet, clearly the bond angles between all these molecules deviate from their ideal geometries in different ways. Bent's rule can help elucidate these apparent discrepancies. [5] [20] [21] Electronegative substituents will have more p character. [5] [20] Bond angle has a proportional relationship with s character and an inverse relationship with ...
In practice the most significant of these is bond convexity, the second derivative of bond price with respect to interest rates. As the second derivative is the first non-linear term, and thus often the most significant, "convexity" is also used loosely to refer to non-linearities generally, including higher-order terms.
This angle may be calculated from the dot product of the two vectors, defined as a ⋅ b = ‖ a ‖ ‖ b ‖ cos θ where ‖ a ‖ denotes the length of vector a. As shown in the diagram, the dot product here is –1 and the length of each vector is √ 3, so that cos θ = – 1 / 3 and the tetrahedral bond angle θ = arccos ...
This difference in convexity can also be used to explain the price differential from an MBS to a Treasury bond. However, the OAS figure is usually preferred. The discussion of the "negative convexity" and "option cost" of a bond is essentially a discussion of a single MBS feature (rate-dependent cash flows) measured in different ways.
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Water (H 2 O) is an example of a bent molecule, as well as its analogues. The bond angle between the two hydrogen atoms is approximately 104.45°. [ 1 ] Nonlinear geometry is commonly observed for other triatomic molecules and ions containing only main group elements, prominent examples being nitrogen dioxide (NO 2 ), sulfur dichloride (SCl 2 ...