Example: Convexity for a Security

using System;
using Imsl.Finance;

public class convexityEx1
{
    public static void  Main(String[] args)
    {
        DateTime settlement = DateTime.Parse("7/1/90");
        DateTime maturity = DateTime.Parse("7/1/00");
        double coupon = .075;
        double yield = .09;
        Bond.Frequency freq = Bond.Frequency.SemiAnnual;
        DayCountBasis dcb = DayCountBasis.BasisActual365;
        double convexity = Bond.Convexity(settlement, maturity, coupon, 
                                          yield, freq, dcb);
        Console.Out.WriteLine("The convexity of the bond with semiannual "
                               + "interest payments is " + convexity);
    }
}

Output

The convexity of the bond with semiannual interest payments is 59.4049912915856