FISA.NET
Quote
Get the Estimated Macaulay 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)
Estimated Macaulay Duration calculated to the YTW Redemption.
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public virtual double getEstimatedMacaulayDuration()VB
Public Overridable Function getEstimatedMacaulayDuration As DoubleReturn Value
DoubleEstimated Macaulay Duration calculated to the YTW Redemption.
Implements
AnalyticsgetEstimatedMacaulayDurationRemarks
This is usually a faster calculation than the actual Macaulay Duration, but less
accurate.