WebCab Bonds for Delphi (COM)

DurationConvexity.WeightOfBonds Method 

Evaluates the weights of the individual bonds within a bond portfolio and returns the result as an array of weights where the n-th term of the array corresponds to the weight of the n-th member of the portfolio.

public double[] WeightOfBonds(
   double[] valueOfBond
);

Parameters

valueOfBond
An array where the first element corresponds to the value of the first bond within the portfolio and the second element corresponds to the value of the second bond and so on.

See Also

DurationConvexity Class | WebCab.COM.Finance.Bonds Namespace