/// <summary>
///
/// </summary>
/// <param name="bond"></param>
/// <param name="settleDate"></param>
/// <param name="ytm"></param>
/// <returns>convexity of the bond</returns>
public static double Convexity(this BesaJseBond bond, Date settleDate, double ytm)
{
var convexity = bond.DeltaAndConvexity(settleDate, ytm)[1];
return(convexity);
}
/// <summary>
///
/// </summary>
/// <param name="bond"></param>
/// <param name="settleDate"></param>
/// <param name="ytm"></param>
/// <returns>delta of the bond</returns>
public static double Delta(this BesaJseBond bond, Date settleDate, double ytm)
{
var delta = bond.DeltaAndConvexity(settleDate, ytm)[0];
return(delta);
}