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XLeratorDLL/financial Documentation

.NET convexity function for odd first and last coupon bonds


OFLCONVEXITY
Updated: 31-Mar-2016
Use the .NET function OFLCONVEXITY to calculate the convexity for a bond that has an odd first and an odd last 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 OFLCONVEXITY function full documentation...


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