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fixed income risk
let du = await import('/lib/finance/fixed-income/duration/v1.0.0/duration-convexity.mjs');
let cashFlows = [
{t:0.5, value:10},
{t:1.0, value:10},
{t:1.5, value:10},
{t:2.0, value:10},
{t:2.0, value:100},
];
let rate = function(t){
return 0.05
}
let duration = du.duration(cashFlows, rate);
Try it!