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CFlowConvexity = cfconv(CashFlow, Yield)
CashFlow | A vector of real numbers. |
Yield | Periodic yield. A scalar. Enter as a decimal fraction. |
CFlowConvexity = cfconv(CashFlow, Yield) returns the convexity of a cash flow in periods.
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)
bndconvp. bndconvy, bnddurp, bnddury, cfdur
![]() | cfamounts | cfdates | ![]() |
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