Evaluates the duration of a bond with a continuous interest yield where the cash flows (or payments) made in terms of amount and time of payment are known.
The continuous compounded yield paid by the bond expressed in decimal format (i.e. 1 percent = 0.01).
payments
An array of doubles where the first element represents the first payment from the bond, the second the second payment and so on.
time2Payments
An array of doubles where the first element represents the time in years until the first payment is made, the second the time in years until the second payment is made and so on.