@CalcMgrExcelDURATION

Purpose:

Returns the annual duration of a security with periodic interest paymentsNote: When using the @CalcMgrExcelMDURATION function, the calculations may not match between Calculation Manager and Excel. To make the numbers match, change the decimals to 7 and use Open Office.

Syntax:

Java Class: com.hyperion.calcmgr.common.excel.cdf.ExcelFinancialFunctions.DURATION(double,double,double,double,double,double)

CDF Spec: @CalcMgrExcelDURATION(settlement, maturity, coupon, yld, frequency, basis)

Note:

Date parameters used in @CalcMgrExcel functions must be in an Excel format. See @CalcMgrExcel Custom Functions with Date Parameters.