Duration is a built-in financial function in Excel, but how to calculate convexity?
F figurehead Aug 28, 2004 #1 Duration is a built-in financial function in Excel, but how to calculate convexity?
K Kevin H. Stecyk Aug 28, 2004 #2 figurehead wrote... Duration is a built-in financial function in Excel, but how to calculate convexity? Click to expand... Hi, Please see a thread (bond convexity) located here: http://tinyurl.com/6ha7s You will need to create a function. Hope that helps. Best regards, Kevin
figurehead wrote... Duration is a built-in financial function in Excel, but how to calculate convexity? Click to expand... Hi, Please see a thread (bond convexity) located here: http://tinyurl.com/6ha7s You will need to create a function. Hope that helps. Best regards, Kevin
