OneCashFlowCalculatorcalculateModifiedDuration(Double, Double) Method

Definition

Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)

C#

public override double calculateModifiedDuration(
	double macaulayDuration,
	double periodicYield
)

VB

Public Overrides Function calculateModifiedDuration ( 
	macaulayDuration As Double,
	periodicYield As Double
) As Double

Parameters

macaulayDuration Double
periodicYield Double

Return Value

Implements

CalculatorcalculateModifiedDuration(Double, Double)

See Also

Reference

OneCashFlowCalculator Class

calculateModifiedDuration Overload

com.ftlabs.fisa.calc Namespace