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XLeratorDLL/financial Documentation

.NET cash flow convexity

Updated: 31-Mar-2016
Use the .NET function CFCONVEXITY to calculate the convexity of a series of cash flows. The cash flow convexity is calculated as the second derivative of the present value of the cash flows divided by the present value of the cash flows. The unit of convexity is years squared.

View .Net CFCONVEXITY function full documentation...

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