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Convexity for historical bond data
I'm trying to write a program to calculate the convexity of a bond. The bigger idea is, that if I have access to the actual price for each point in time, I should be able to calculate various features ...
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0
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A very simple question about convexity of a bond
I was always under the impression that, ceteris paribus, higher the coupon rate, higher the convexity of the bond.
But Investopedia says the following:
"zero-coupon bonds have the highest degree ...
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