Login     Register

        Contact Us     Search

XLeratorDLL/financial Documentation

.NET bond convexity

Updated: 31-Mar-2016
Use the .NET function CONVEXITY to calculate the convexity of an option free bond. The convexity of a bond is calculated as the second derivative of the price divided by the dirty price of the bond.

View .Net CONVEXITY function full documentation...

Copyright 2008-2018 Westclintech LLC         Privacy Policy        Terms of Service