Duration and Convexity (and a little money duration thrown in for good measure)

Day 8 of the 14 day run in. Duration and convexity here. Not the calculations, but the use of convexity to make our price estimates after a yield change a little more accurate than those using duration alone. More fun and more likely to be examined I'd say, than a calculation alone. I wish I'd cut another 18 seconds out of it so it was under 10 mins but there you go. Could have skipped the money duration side bar I guess, but it is what it is.