FISA.NET
Perpetual
Calculate the actual Macaulay duration.
Definition
Namespace: com.ftlabs.fisa.calc
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
the Macaulay duration.
Assembly: FISA.NET (in FISA.NET.dll) Version: 1.16.0.13 (1.16.0.13)
C#
public override double calculateMacaulayDuration(
double periodicYield
)VB
Public Overrides Function calculateMacaulayDuration (
periodicYield As Double
) As DoubleParameters
- periodicYield Double
- The periodicYield as returned from the calculatePeriodicYield method.
Return Value
Doublethe Macaulay duration.
Implements
CalculatorcalculateMacaulayDuration(Double)Exceptions
| CalculationException | CalculationException |