J johntavv New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jun 4, 2015 #1 On the price yield curve for positive convexity, does a flattening slope as the yield increases mean duration decreases?
On the price yield curve for positive convexity, does a flattening slope as the yield increases mean duration decreases?
D dwheats New member Joined Jun 18, 2026 Messages 0 Reaction score 0 Jun 4, 2015 #3 it also means the convexity adjustment decreases