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partial convexity data
Hello,Why are partial convexities not generally calculated in risk reports ? I see partial durations and a single convexity number.I was trying to estimate risk at each tenor and was looking for partial cnvxty. Just trying to understand why partial cnvty is not needed or does not make sense.regards
partial convexity data
There is nothing inherently wrong with calcating partial/key rate convexity measures, as long as you recognize that you are dealing with a matrix.