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XLeratorDLL/financial Documentation

.NET convexity function for odd last coupon bonds

Updated: 31-Mar-2016
Use the .NET function OFLMDURATION to calculate the modified duration for a bond that has an odd first and an odd last coupon. Modified duration is calculated as the first derivative of the price with respect to yield multiplied by -1 divided by the dirty price of the bond.

View .Net OFLMDURATION function full documentation...

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