PerpetualPreferredCalculatorcalculateModifiedDuration(Double, Double) Method

public override double calculateModifiedDuration(
	double macaulayDuration,
	double periodicYield
)

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

Parameters

macaulayDuration  Double

The Macaulay Duration as calculated by the calculateMacaulayDuration method.

periodicYield  Double

The periodicYield as returned from the calculatePeriodicYield method.

Return Value

Implements

Reference