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XLeratorDLL/financial Documentation

.NET convexity function for odd last coupon bonds

OFLMDURATION

Updated: 31-Mar-2016

Use the .NET function OFLMDURATION to calculate the modified duration for a bond that has an odd first and an odd last coupon. Modified 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 OFLMDURATION function full documentation...

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XLeratorDB function packages
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XLeratorDLL/financial Documentation

.NET convexity function for odd last coupon bonds

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XLeratorDB function packagesfor SQL Server

XLeratorDB Compilation packagesfor SQL Server

XLeratorDLL function packagesMicrosoft .NET API Library

XLeratorDB function packages for SQL Server (2008 & later)

XLeratorDB Compilation packages for SQL Server (2008 & later)

XLeratorDLL function packagesMicrosoft .NET API Library

Legacy XLeratorDB Packages for SQL Server 2005

XLeratorDLL/financial Documentation

.NET convexity function for odd last coupon bonds

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XLeratorDB function packages
for SQL Server

XLeratorDB Compilation packages
for SQL Server

XLeratorDLL function packages
Microsoft .NET API Library

XLeratorDB function packages for
SQL Server (2008 & later)

XLeratorDB Compilation packages for
SQL Server (2008 & later)

XLeratorDLL function packages
Microsoft .NET API Library

Legacy XLeratorDB Packages for
SQL Server 2005