Re: Bond duration and convexity Message #2 Posted by BruceH on 5 Apr 2013, 5:32 p.m., in response to message #1 by Santiago Estevez
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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