How to calculate convexity by using spreadsheet?

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Guest

Duration is a built-in financial function in Excel, but how to calculate
convexity?
 
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
 
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