QuoteAnalyticsgetMacaulayDuration Method

Get the 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)
C#
public virtual double getMacaulayDuration()

Return Value

Double
Macaulay Duration calculated to the YTW Redemption.

Implements

AnalyticsgetMacaulayDuration

See Also