Question #$5-$ Fixed Income Returns

Create a function called eduration$($ytm$,$ mat, cpn$,$ par, cy$,$ dytm$)$

Where ytm $=$ yield to maturity, mat $=$ time to maturity, $cpn=$ coupon rate, par $=$ par value, $cy=$compounding periods per year, and dytm $=$ the change in yield in basis points $($e$.$g$.100=1\%).$ Hint: first calculate the initial price $(PO,$ then calculate the price if the yield decreases $($P$-)$ and lastly calculate the price if the yield increases $).$ The effective duration is given by:

eduration $=\frac{P_{-}-P_{+}}{2**P_0**dy}$