RPIDURATION

Updated: 31-Mar-2016

Use the .NET function RPIDURATION to calculate the duration for a bond that pays regular periodic interest. 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 RPIDURATION function full documentation...

View .Net RPIDURATION function full documentation...