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XLeratorDLL/financial Documentation

.NET convexity function for stepped-coupon bonds

STEPCONVEXITY

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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XLeratorDB function packages
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Microsoft .NET API Library

XLeratorDB function packages for
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XLeratorDB Compilation packages for
SQL Server (2008 & later)

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Microsoft .NET API Library

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XLeratorDLL/financial Documentation

.NET convexity function for stepped-coupon bonds

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XLeratorDB function packagesfor SQL Server

XLeratorDB Compilation packagesfor SQL Server

XLeratorDLL function packagesMicrosoft .NET API Library

XLeratorDB function packages for SQL Server (2008 & later)

XLeratorDB Compilation packages for SQL Server (2008 & later)

XLeratorDLL function packagesMicrosoft .NET API Library

Legacy XLeratorDB Packages for SQL Server 2005

XLeratorDLL/financial Documentation

.NET convexity function for stepped-coupon bonds

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XLeratorDB function packages
for SQL Server

XLeratorDB Compilation packages
for SQL Server

XLeratorDLL function packages
Microsoft .NET API Library

XLeratorDB function packages for
SQL Server (2008 & later)

XLeratorDB Compilation packages for
SQL Server (2008 & later)

XLeratorDLL function packages
Microsoft .NET API Library

Legacy XLeratorDB Packages for
SQL Server 2005