Description Usage Arguments Value
Calculates the Convexity of a Bond portfolio with the id's of the instruments and it's weights on the portfolio.
1 | PortfolioConvexity(date = Sys.Date() - 1, instruments, weight)
|
date |
is the date in which the Portfolio Convexity is going to be calculated. |
instruments |
is an array containing the instrument's id. |
weight |
is an array containing the instrument's weights in the portfolio. |
Convexity of the Portfolio.
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