Convexity: Convexity of a Bond
In CIAssetManagement/QuantTools: Some title

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