CDSteppedCouponCalculatorcalculateEstimatedConvexity Method

Definition

Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)

C#

public override double calculateEstimatedConvexity(
	double pv1b,
	double price,
	double yield
)

VB

Public Overrides Function calculateEstimatedConvexity ( 
	pv1b As Double,
	price As Double,
	yield As Double
) As Double

Parameters

pv1b Double
price Double
yield Double

Return Value

Implements

CalculatorcalculateEstimatedConvexity(Double, Double, Double)

See Also

Reference

CDSteppedCouponCalculator Class

com.ftlabs.fisa.calc Namespace