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XLeratorDLL/financial Documentation

.NET bond modified duration function


RPIMDURATION
Updated: 31-Mar-2016
Use the .NET function RPIMDURATION to calculate the effective duration for a bond that pays regular periodic interest. Effective duration is calculated as the first derivative of the price with respect to yield multiplied by -1 divided by the dirty price of the bond.


View .Net RPIMDURATION function full documentation...


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