Alternatives:
If actual convexity is required, use the bond_cvx routine instead of this routine. If price and/or yield, accrued interest, current yield, estimated Macaulay duration, interest on interest, etc. are required in addition to estimated convexity, use the bond_risk routine.
Notes:
This routine only works with security_type 1, or 3 through 8. It does not work with any foreign security types.
Results:
The routine returns the calculated estimated convexity accurate to as many decimal places as supported by a double precision value.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
Main Index
TIPS Home