Bond convexity closed form formula

Bond convexity closed-form formula (Blake and Orszag):

C o n v = − D P { ( m − 1 + a + 1 ) ( m − 1 + a + 2 ) ( 1 / ( 1 + i ) ) ( m − 1 + a + 2 ) i + 2 ( m − 1 + a + 2 ) ( 1 / ( 1 + i ) ) ( m − 1 + a + 2 ) − ( 1 / ( 1 + i ) ) i 2 + 2 ( 1 / ( 1 + i ) ) ( m − 1 + a + 2 ) − ( 1 / ( 1 + i ) i 3 } + B P ( m − 1 + a ) ( m − 1 + a + 1 ) ( 1 + i ) ( m − 1 + a + 2 )

D = coupon payment per period
P = present value (price)
B = face value
i = discount rate per period (half-year)
a = fraction of a period remaining until next coupon payment
m = number of coupon dates until maturity

Look up Bond duration closed-form formula