ClassDuration
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 : NumbersInFunctionInheritance: objectFunctionBaseFunctionWithArgumentsFunctionWithSameTypeArguments<double>NumbersInFunctionDuration
Inherited Members
Constructors
Duration()
Initializes a new DURATION function instance for calculating Macauley duration at $100 par value.
Declaration
public Duration()Fields
FunctionName
The name of the function.
Properties
ArgumentConversionRules
Specifies that numeric arguments exclude booleans during conversion.
Declaration
public override ArgumentConversionRules ArgumentConversionRules { get; }Property Value
The argument conversion rules as ArgumentConversionRules.
Overrides
FunctionInfo
Provides metadata including category, description, and argument definitions.
Declaration
public override FunctionInfo FunctionInfo { get; }Property Value
The function info as FunctionInfo.
Overrides
Methods
EvaluateOverride(FunctionEvaluationContext<double>)
Evaluates the function by computing duration from settlement, maturity, coupon, yield, frequency, and day-count basis.
Declaration
protected override RadExpression EvaluateOverride(FunctionEvaluationContext<double> context)Parameters
context
FunctionEvaluationContext<double>
The context.
Returns
Functions result as RadExpression.
Overrides