Login     Register

        Contact Us     Search

XLeratorDLL/financial Documentation

.NET bond convexity function


RPICONVEXITY
Updated: 31-Mar-2016
Use the .NET function RPICONVEXITY to calculate the convexity for a bond that pays regular periodic interest. Convexity is defined as the second derivative of price with respect to yield divided by the dirty price of the bond multiplied by 100.


View .Net RPICONVEXITY function full documentation...


Copyright 2008-2024 Westclintech LLC         Privacy Policy        Terms of Service