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Duration is another way to measure bond volatility. Duration is a measure of how much the price of a bond changes when compared to its interest rate. Bond price will change from time to time as the issuing organization evaluates the value of the bond on the market.
Calculating Forward Implied Volatility in Excel. Calculatingforward implied volatility in Excel. For path dependent and forward starting options it is important to assess Vega, the sensitivity of the optionâs value to changes in volatility, and in particular to assess these sensitivities for forward buckets.