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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

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

Methods

EvaluateOverride(FunctionEvaluationContext<double>)

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>)