Login     Register

        Contact Us     Search

XLeratorDLL/financial Documentation

.NET convexity function for odd first and last coupon bonds


OFCMDURATION
Updated: 31-Mar-2016
Use the .NET function OFCMDURATION to calculate the modified duration for a bond that has an odd first coupon. Modified duration is calculated as the first derivative of the price with respect to yield multiplied by -1 divided by the dirty price of the bond.


View .Net OFCMDURATION function full documentation...


Copyright 2008-2017 Westclintech LLC         Privacy Policy        Terms of Service