@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.