Login     Register

        Contact Us     Search

XLeratorDLL/financial Documentation

SQL server bond duration function


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...


Copyright 2008-2024 Westclintech LLC         Privacy Policy        Terms of Service