def convexity(self, y):
return self.derivative(y, 2) / self.price(Curve.SingleRateCurve(y))
def __price_with_single_rate(__y):
return self.price(Curve.SingleRateCurve(__y))
def duration(self, y):
return -self.derivative(y, 1) / self.price(Curve.SingleRateCurve(y))
