/// <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); }