Login     Register

        Contact Us     Search

XLeratorDLL/financial Documentation

.NET duration function for odd first and last coupon bonds


OFLDURATION
Updated: 31-Mar-2016
Use the .NET function OFLDURATION to calculate the duration for a bond that has an odd first and an odd last coupon. The duration is calculated as the first derivative of the price of the bond with respect to yield multiplied by -1, divided by the dirty price of the bond multiplied by 1 plus the yield divided by the frequency.


View .Net OFLDURATION function full documentation...


Copyright 2008-2017 Westclintech LLC         Privacy Policy        Terms of Service