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Bond duration and convexity


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Post: #2
04-02-2013, 03:24 PM
Santiago Estevez Offline
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Hi, I was wondering if anyone here has programmed a bond duration and convexity formula into an hp B17ii using the "solver" function and is willing to share it, I am a finance student and it would be of great help to have the coding

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Post: #3
04-05-2013, 05:32 PM
BruceH Offline
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Tony Hutchins wrote an article in Datafile V25N3 entitled "Bond Duration & Convexity on the 12C". Clearly this is for the 12C but it might be instructive.

He also wrote an article in V22N1 entitled "UBONDS - Universal Bond Solver" which is written for the solver on the HP100LX, however the 17bII solver is close enough that it might transfer unchanged.

The first article can be obtained from http://www.pahhc.org/ppccdrom.htm for a fee (but you get a ton of other good stuff as well!)

The second is available for download here.

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