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XLeratorDLL/financial Documentation

.NET cash flows modified duration

Updated: 31-Mar-2016
Use the .NET function CFMDURATION to calculate the modified duration of a series of cash flows. The cash flow modified duration is calculated as the first derivative of the present value of the cash flows divided by the present value of the cash flows. The unit of duration is years.

View .Net CFMDURATION function full documentation...

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