QuoteAnalyticsgetEstimatedModifiedDuration Method

Get the Estimated Modified Duration calculated to the Redemption that produces the lowest yield.

Definition

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

C#

public virtual double getEstimatedModifiedDuration()

VB

Public Overridable Function getEstimatedModifiedDuration As Double

Double
Estimated Modified Duration calculated to the YTW Redemption.

This is usually a faster calculation than the actual Modified Duration, but less accurate.