MDuration
Calculates the modified Macauley duration of a security, which adjusts duration for yield changes and measures interest rate sensitivity at $100 par value.
Definition
Namespace:Telerik.Windows.Documents.Spreadsheet.Expressions.Functions
Assembly:Telerik.Windows.Documents.Spreadsheet.dll
Syntax:
public class MDuration : NumbersInFunctionInheritance: objectFunctionBaseFunctionWithArgumentsFunctionWithSameTypeArguments<double>NumbersInFunctionMDuration...
Inherited Members
Constructors
Initializes a new MDURATION function instance for calculating modified Macauley duration at $100 par value.
public MDuration()Fields
The name of the function.
public static readonly string FunctionNameMethods
Evaluates the function by computing modified duration from settlement, maturity, coupon, yield, frequency, and day-count basis.
protected override RadExpression EvaluateOverride(FunctionEvaluationContext<double> context)The context.
Returns:Functions result as RadExpression.
Overrides:
Properties
Specifies that numeric arguments exclude booleans during conversion.
public override ArgumentConversionRules ArgumentConversionRules { get; }The argument conversion rules as ArgumentConversionRules.
Overrides:
Provides metadata including category, description, and argument definitions.
public override FunctionInfo FunctionInfo { get; }The function info as FunctionInfo.
Overrides: