same question on this, where the 100 comes from?tks.QuoteOriginally posted by: SeaHawkDo you know what the rationale is to divide the convexity number by 100 in DavidJN's result? result = (pyieldup + pyielddown - 2.0*dirty_price) / (dirty_price*shift*shift*100.0);

<t>It depends on which other database you want to merge with. I usually use cusip and ticker symbol. But be careful when you try to merge CRSP with other data, such as Compustat or SDC, b/z the number of cusip are different. Other conditions are also depends on your request, if the data that you req...