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XLeratorDLL/financial Documentation

.NET duration function for stepped-coupon bonds

STEPDURATION

Updated: 31-Mar-2016

Use the .NET function STEPDURATION to calculate the duration for a stepped-coupon bond. 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 STEPDURATION function full documentation...

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XLeratorDB function packages
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.NET duration function for stepped-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 duration function for stepped-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