@CalcMgrExcelMDURATION
Purpose:
Returns the Macauley modified duration for a security with an assumed par value of $100Note: When using the @CalcMgrExcelDURATION
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.MDURATION(double,double,double,double,double,double)
CDF Spec: @CalcMgrExcelMDURATION(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.