DurationConvexity.Duration Method

Evaluates the duration of the bond.

Overload List

Evaluates the duration of the bond.

public double Duration(DateTime,DateTime,double,double,int,int);

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.

public double Duration(double,double[],DateTime,DateTime[],double,DateTime,string);

See Also

DurationConvexity Class | WebCab.COM.Finance.Bonds Namespace