Table of Contents

TDurationImpl.Calc Method

Duration/MDuration implementation. You can call this method on its own.

Syntax

Unit: FlexCel.AddinFunctions

class function TDurationImpl.Calc(const Modified: Boolean; const SettlementDate: TDateTime; const MaturityDate: TDateTime; const CouponRate: Double; const Yield: Double; const Frequency: Double; const Basis: TDayCountBasis): TCellValue; static;

Parameters

<-> Parameter Type Description
const Modified Boolean If true, we return MDuration, if not, Duration.
const SettlementDate TDateTime See Excel.
const MaturityDate TDateTime See Excel.
const CouponRate Double See Excel.
const Yield Double See Excel.
const Frequency Double See Excel.
const Basis TDayCountBasis See Excel.

See also