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XLeratorDLL/financial Documentation

.NET convexity function for odd first and last coupon bonds


OLCCONVEXITY
Updated: 31-Mar-2016
Use the .NET function OLCCONVEXITY to calculate the convexity for a bond that has 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 OLCCONVEXITY function full documentation...


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