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XLeratorDLL/financial Documentation

.NET cash flow duration


CFDURATION
Updated: 31-Mar-2016
Use the .NET function CFDURATION to calculate the duration of a series of cash flows. The cash flow duration is calculated as the first derivative of the present value of the cash flows divided by the present value of the cash flows multiplied by 1 + discount rate. The unit of duration is years.


View .Net CFDURATION function full documentation...


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