CalculatorcalculateModifiedDuration(Double, Double) Method

Calculate the actual modified duration using an already calculated 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 macaulayDuration,
	double periodicYield
)

VB

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

Double
the modified duration.

Exceptions

CalculationException

CalculationException

See Also

Reference

Calculator Interface

calculateModifiedDuration Overload

com.ftlabs.fisa.calc Namespace