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.

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.

Return Value

An array where the k-th element represents the weight of the k-th bond within the bond portfolio. Note that each of the weights lie within the interval [0,1], and the sum of the weights will be 1 representing 100 percent of the bond portfolio.

See Also

DurationConvexity Class | WebCab.COM.Finance.Bonds Namespace