DelegatingCalculatorcalculateModifiedDuration(Double) Method

Calculate the actual modified duration. If Macaulay Duration has already been or will be calculated, then it is more efficient to use the overloaded calculateModifiedDuration method that accepts the 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#

public virtual double calculateModifiedDuration(
	double periodicYield
)

VB

Public Overridable Function calculateModifiedDuration ( 
	periodicYield As Double
) As Double

Parameters

periodicYield Double: The periodicYield as returned from the calculatePeriodicYield method.

Return Value

Double
the modified duration.

Implements

CalculatorcalculateModifiedDuration(Double)

Exceptions

CalculationException