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XLeratorDLL/financial Documentation

.NET convexity function for stepped-coupon bonds

Updated: 31-Mar-2016
Use the .NET function STEPCONVEXITY to calculate the convexity for a stepped-coupon bond. 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 STEPCONVEXITY function full documentation...

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