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Function Reference
1010data Insights Platform offers a rich set of functions that may be used in value expressions when creating computed columns and in selection expressions when performing row selections.
Financial functions
bondconvexity2(cpn;mat;dcb;issu;first;freq;setl;price)
Returns the bond convexity given price (general).

Function Reference
1010data Insights Platform offers a rich set of functions that may be used in value expressions when creating computed columns and in selection expressions when performing row selections.
- All 1010data Functions
  1010data provides a whole range of functions that can provide information and act on your data.
- Time/Date functions
  The time/date functions are vector functions that operate on columns containing time-related data and return specific information about the date/time for each row.
- Group functions (g_functions)
  Group functions, or g_functions, are used to perform operations, such as summarizations, on rows that have the same values in a set of given columns.
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  Math functions are vector functions that perform mathematical operations on one or more columns and return a column of results based on the operation.
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  Categorization functions are vector functions that organize data and determine logical groupings. These functions can be used for conditionalizing results and/or bucketing value ranges.
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  String functions are vector functions that manipulate vectors of strings to provide information about a string or substring, concatenate and split strings, or transform strings based on specified criteria.
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  List functions are scalar functions that return lists, subsets of lists, and combinations of lists, among other functionality. Lists, along with packages, are compound scalar data types that facilitate programmatic interaction with scalar data values and variables.
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  Data-handling functions are vector functions that return a hash value based on an input column or columns.
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  Row functions are vector functions that return computational outputs for row inputs, as opposed to column outputs. Row inputs are defined as a space- or comma-separated list of column names.
- SQL compatibility functions
  SQL compatibility functions are functions that treat null values as SQL nulls.
- Financial functions
  - amort(rate;remterm;months)
    Returns the mortgage amortization.
  - bondconvexity1(cpn;mat;dcb;setl;price)
    Returns the bond convexity given the price (regular semiannual payments).
  - bondconvexity2(cpn;mat;dcb;issu;first;freq;setl;price)
    Returns the bond convexity given price (general).
  - bondmoddur1(cpn;mat;dcb;setl;price)
    Returns the bond modified duration given price (regular semiannual payments).
  - bondmoddur2(cpn;mat;dcb;issu;first;freq;setl;price)
    Returns the bond modified duration given price (general).
  - bondprice1(cpn;mat;dcb;setl;yield)
    Returns the bond price given yield (regular semiannual payments).
  - bondprice2(cpn;mat;dcb;issu;first;freq;setl;yld)
    Returns the Bond price given yield (general).
  - bondyield1(cpn;mat;dcb;setl;price)
    Returns the bond yield given price (regular semiannual payments).
  - bondyield2(cpn;mat;dcb;issu;first;freq;setl;price)
    Returns the bond yield given price (general).
  - cpr2smm(X)
    Returns the SMM (single monthly mortality) given CPR (conditional prepayment rate).
  - Daily count basis
    Determines how interest accrues over time. This is also known as daily count conventions.
  - MBS type
    Determines payment delays.
  - mbscpr(wac;wam;factor1;factor2;months)
    Returns the conditional prepayment rate (CPR).
  - mbsmoddur1(type;cpn;wac;wam;setl;pptype;pprate;p)
    Returns the mortgage-backed security (MBS) modified duration given price (30-year agency pools).
  - mbsmoddur2(type;cpn;wac;term;wam;wala;dly;setl;pptype;pprate;p)
    Returns the mortgage-backed security (MBS) modified duration given price (general)
  - mbsprice1(type;cpn;wac;wam;setl;pptype;pprate;yld)
    Returns the mortgage-backed security (MBS) price given yield (30-year agency pools).
  - mbsprice2(type;cpn;wac;term;wam;wala;dly;setl;pptype;pprate;yld)
    Returns the mortgage-backed security (MBS) price given yield (general)
  - mbssmm(wac;wam;factor1;factor2;months)
    Returns the single monthly mortality (SMM). This is the MBS prepayment rate.
  - mbsyield1(type;cpn;wac;wam;setl;pptype;pprate;p)
    Returns the mortgage-backed security (MBS) yield given price (30-year agency pools).
  - mbsyield2(type;cpn;wac;term;wam;wala;dly;setl;pptype;pprate;p)
    Returns the mortgage-backed security (MBS) yield given price (general).
  - smm2cpr(X)
    Returns the CPR (conditional prepayment rate) given SMM (single monthly mortality).
- System functions
  System functions are special functions in 1010data that return information about users, tables, and other system objects.
- Object functions
  The object functions can be used to check the existence, type, and accessibility of objects such as folders, tables, and queries on the 1010data Insights Platform.
- Miscellaneous functions
  This category of functions contains special functions that don't neatly fit into other categories of functions.

`bondconvexity2(cpn;mat;dcb;issu;first;freq;setl;price)`

Returns the bond convexity given price (general).

Syntax

bondconvexity2(cpn;mat;dcb;issu;first;freq;setl;price)

Input

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
`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.
`issu`	integer	The original dated date A scalar value or the name of a column
`first`	integer	The first coupon date A scalar value or the name of a column The first coupon date and the maturity date must be a whole number of `freq` periods apart.
`freq`	integer	The number of coupon payments per year (e.g., 2 for semiannual) A scalar value or the name of a column
`setl`	integer	The settlement date The `setl` argument must be a valid date and cannot be a column name or N/A.
`price`	integer or decimal	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.

Return Value

Returns the convexity of the bond.

The bondconvexity2(cpn;mat;dcb;issu;first;freq;setl;price) handles N/A values as follows:

If cpn, mat, or price are N/A, the result is N/A.
If dcb is N/A, actual/actual is used.
If freq is N/A, it is assumed to be 2 (semiannual).
If issu is N/A, it is assumed to be 30 years prior to maturity.
If first is N/A, it is assumed to be the first date after issue that is an integral number of payment periods from maturity.

Note: 1010data has not audited these computations and takes no responsibility for their accuracy or precision. Please do not use the result of this function to trade securities without independently verifying the result.