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Duration

Class

Calculates the Macauley duration of a security as the weighted average of present value cash flows, measuring bond price sensitivity to yield changes.

Definition

Namespace:Telerik.Windows.Documents.Spreadsheet.Expressions.Functions

Assembly:Telerik.Windows.Documents.Spreadsheet.dll

Syntax:

public class Duration : NumbersInFunction

Inheritance: objectFunctionBaseFunctionWithArgumentsFunctionWithSameTypeArguments<double>NumbersInFunctionDuration...

Inherited Members FunctionWithSameTypeArguments<double>.EvaluateOverride(FunctionEvaluationContext<object>)FunctionWithArguments.EvaluateOverride(FunctionEvaluationContext<RadExpression>)FunctionBase.Evaluate(FunctionEvaluationContext<RadExpression>)FunctionBase.IsArgumentNumberValid(int)

Constructors

Duration()

Initializes a new DURATION function instance for calculating Macauley duration at $100 par value.

public Duration()

Fields

FunctionName

string

The name of the function.

public static readonly string FunctionName

Methods

EvaluateOverride(FunctionEvaluationContext<double>)

RadExpression

Evaluates the function by computing duration from settlement, maturity, coupon, yield, frequency, and day-count basis.

protected override RadExpression EvaluateOverride(FunctionEvaluationContext<double> context)

Parameters:contextFunctionEvaluationContext<double>

The context.

Returns:

RadExpression

Functions result as RadExpression.

Overrides: FunctionWithSameTypeArguments<double>.EvaluateOverride(FunctionEvaluationContext<double>)

Properties

ArgumentConversionRules

Specifies that numeric arguments exclude booleans during conversion.

public override ArgumentConversionRules ArgumentConversionRules { get; }

Property Value:

The argument conversion rules as ArgumentConversionRules.

Overrides: NumbersInFunction.ArgumentConversionRules

FunctionInfo

Provides metadata including category, description, and argument definitions.

public override FunctionInfo FunctionInfo { get; }

Property Value:

The function info as FunctionInfo.

Overrides: FunctionBase.FunctionInfo

Name

string

Returns the function identifier "DURATION".

public override string Name { get; }

Property Value:

The name as String.

Overrides: FunctionBase.Name