DelegatingCalculatorcalculateEstimatedModifiedDuration(Double, Double) Method

public virtual double calculateEstimatedModifiedDuration(
	double duration,
	double yield
)

Public Overridable Function calculateEstimatedModifiedDuration ( 
	duration As Double,
	yield As Double
) As Double

Parameters

duration  Double

an estimated Macaulay Duration as returned from calculateEstimatedMacaulayDuration.

yield  Double

the yield.

Return Value

Implements

Reference