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DurationConvexity.DurationOfPortfolioValue Method 

Returns the duration (in monetary terms) of a bond portfolio when the duration and value of each bond within the portfolio is known.

public double DurationOfPortfolioValue(
   double[] duration,
   double[] valueOfBond
);

Parameters

duration
valueOfBond
An array where the first term is the value of the first bond within the portfolio and the second term is the value of the second bond within the portfolio and on so.

See Also

DurationConvexity Class | BasicBonds Namespace | Duration - Use this method to find the duration of each member of the portfolio