OFCCONVEXITY

Updated: 31-Mar-2016

Use the .NET function OFCCONVEXITY to calculate the convexity for a bond that has an odd first coupon. 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 OFCCONVEXITY function full documentation...

View .Net OFCCONVEXITY function full documentation...