DurationImpl.Calc Method
Duration/MDuration implementation. You can call this method on its own.
Syntax
Namespace: FlexCel.AddinFunctions
public static Object Calc(Boolean Modified, DateTime SettlementDate, DateTime MaturityDate, Double CouponRate, Double Yield, Double Frequency, TDayCountBasis Basis)Parameters
| <-> | Parameter | Type | Description |
|---|---|---|---|
| Modified | Boolean | If true, we return MDuration, if not, Duration. | |
| SettlementDate | DateTime | See Excel. | |
| MaturityDate | DateTime | See Excel. | |
| CouponRate | Double | See Excel. | |
| Yield | Double | See Excel. | |
| Frequency | Double | See Excel. | |
| Basis | TDayCountBasis | See Excel. |