Bond convexity given yield

**In R2017b, the specification of optional input arguments has changed. While the
previous ordered inputs syntax is still supported, it may no longer be supported in
a future release. Use the optional name-value pair inputs:
Period, Basis,
EndMonthRule,
IssueDate,FirstCouponDate,
LastCouponDate,
StartDate,Face,
CompoundingFrequency, DiscountBasis,
and LastCouponInterest.**

`[`

computes the convexity of `YearConvexity`

,`PerConvexity`

] = bndconvy(`Yield`

,`CouponRate`

,`Settle`

,`Maturity`

)`NUMBONDS`

fixed income securities
given a clean price for each bond.

`bndconvy`

determines the convexity for a bond whether the
first or last coupon periods in the coupon structure are short or long (that is,
whether the coupon structure is synchronized to maturity).
`bndconvy`

also determines the convexity of a zero coupon
bond.

`[`

adds optional name-value pair arguments. `YearConvexity`

,`PerConvexity`

] = bndconvy(___,`Name,Value`

)

[1] Krgin, D. *Handbook of Global Fixed Income
Calculations.* Wiley, 2002.

[2] Mayle, J. *"Standard Securities Calculations Methods: Fixed
Income Securities Formulas for Analytic Measures."* SIA, Vol 2, Jan
1994.

[3] Stigum, M., Robinson, F. *Money Market and Bond
Calculation.* McGraw-Hill, 1996.