请问怎么看一个债券的收益率波动率

如果计算某固定期限到期收益率的波动，我不知道这样做有什么用处。

有用啊。。比如一个10年债券过了6年，我计算4年的到期收益率波动，是不是就等于计算该债券的到期收益率波动？。这样，我计算这个过了6年的10年期国债的DV01（等于债券久期乘以到期收益率变化）或凸性价值（等于0.5乘以凸性乘以到期收益率波动率的方差），不就得用4年到期收益率的波动率了吗？

一个债券的价格是其

according to my understanding,  we generally use yield-curve to address this kind of change w/ time.  but bingo approach is also interesting: any time u can dicount the cashflow and get the yield of t. then when u ask vol, u implicitly assume it's normal. so , just fit it, annulize it, u get vol, in your sense.

for the last assumption, i doubt.  how about grabbing some real data to verify?

tried with real data: yield is normal. the bond i tested -> vol ~ 0.2