CalculatorcalculateModifiedDuration(Double) Method

Calculate the actual modified duration. If Macaulay Duration has already been or will be calculated, then it is more efficient to use the overloaded calculateModifiedDuration method that accepts the Macaulay Duration.

Definition

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

C#

double calculateModifiedDuration(
	double periodicYield
)

VB

Function calculateModifiedDuration ( 
	periodicYield As Double
) As Double

Parameters

periodicYield Double: The periodicYield as returned from the calculatePeriodicYield method.

Return Value

Double
the modified duration.

Exceptions

CalculationException

CalculatorcalculateModifiedDuration(Double) Method

Definition

Parameters

Return Value

Exceptions

See Also

Reference