WebCab Bonds for COM v2.01

DurationConvexity.Mduration Method

Evaluates the duration of the bond.

public double Mduration(
   DateTime settlementDate,
   DateTime maturityDate,
   double coupon,
   double yield,
   int frequency,
   int basis
);

Parameters

settlementDate
maturityDate
coupon: The security's annual coupon rate.
yield: The security's annual yield.
frequency: The number of coupon payments per year. This can be 1, 2, 3, 4, 6, 12.
basis: The day count convention used where 0 is 30/360, 1 is Actual/Actual.

See Also

DurationConvexity Class | WebCab.COM.Finance.Bonds Namespace