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cfconv - Cash flow convexity

Syntax 

CFlowConvexity = cfconv(CashFlow, Yield)

Arguments

CashFlow

A vector of real numbers.

Yield

Periodic yield. A scalar. Enter as a decimal fraction.

Description

CFlowConvexity = cfconv(CashFlow, Yield) returns the convexity of a cash flow in periods.

Examples

Given a cash flow of nine payments of $2.50 and a final payment $102.50, with a periodic yield of 2.5%

CashFlow = [2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 2.5 102.5];

Convex = cfconv(CashFlow, 0.025)

Convex =

    90.4493 (periods)

See Also

bndconvp. bndconvy, bnddurp, bnddury, cfdur

  

cfamountscfamounts cfdatescfdates

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