`bondconvexity1(cpn;mat;dcb;setl;price)`

Returns the bond convexity given the price (regular semiannual payments).

Syntax

bondconvexity1(cpn;mat;dcb;setl;price)

Argument	Type	Description
`cpn`	integer or decimal	The annual coupon rate expressed as a percentage A scalar value or the name of a column
`mat`	integer	The maturity date A scalar value or the name of a column containing date values
`dcb`	text	The day count basis (dcb) A text value or the name of a column Generally, `dcb` should be `'ACTACT'` for U.S. Treasury Notes and Bonds and `'I30360'` for U.S. corporate bonds. For more information, see Daily count basis.
`setl`	integer	The settlement date The `setl` argument must be a valid date and cannot be a column name or N/A.
`price`	integer	The price (without accrued interest) expressed as a percentage A scalar value or the name of a column

Note: One of the arguments must reference a column. This does not include setl, which cannot be a column name.

Returns the convexity of the bond as a decimal value. Bonds are assumed to pay interest semiannually with no odd payment periods. For other bonds, use bondconvexity2(cpn;mat;dcb;issu;first;freq;setl;price).

The bondconvexity1(cpn;mat;dcb;setl;price) function handles N/A values as follows: