Bond Price & Duration from the Yield Curve (2D)

This is the 2D counterpart to the 3D Yield Curve Explorer, built around the same Nelson-Siegel term structure but computing something the 3D bar chart never touches: what the curve is actually for — pricing a bond. Every semiannual coupon and the final principal payment gets discounted at the spot rate read straight off the curve at its own maturity, so the bond's price responds to the whole shape of the curve, not a single flat yield. A stress-test slider then shifts the entire curve in parallel and repriced the bond at every step, while effective duration and convexity — derived honestly by bumping the curve and measuring the price response, not assumed from a textbook formula — predict that response. The price-vs-yield chart draws the true repriced curve alongside its linear (duration-only) and quadratic (duration-plus-convexity) approximations, so the gap between a straight tangent line and the real, convex price curve is something you can see and measure rather than take on faith.