Description Usage Arguments Value

Calculates the Convexity of a Bond with the maturity date, calculation date, coupon rate and YTM of the Bond

1 | ```
Convexity(mat, day, tcoupn, sobretasa, yield, period = 182)
``` |

`mat` |
is the maturity date of the Bond |

`day` |
is the day in which the price is calculated |

`tcoupn` |
is the coupon rate of the bond (annualized) |

`sobretasa` |
is the spread of the coupon. |

`yield` |
is the Yield to Maturity of the Bond |

`period` |
is the time for every coupon payment |

the Convexity of the Bond

CIAssetManagement/FundTools documentation built on Sept. 27, 2018, 3:34 a.m.

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