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Manuals/calci/DURATION (view source)
Revision as of 22:31, 26 November 2013
, 22:31, 26 November 2013→Description
DURATION(settlement, maturity, coupon, yield, frequency, basis)
DURATION(settlement, maturity, coupon, yield, frequency, basis)
*If settlement or maturity dates are not valid, Calci displays an error message.
*Settlement and maturity dates should be entered either in 'date format' or 'dates returned using formulas'. If dates are not valid, Calci displays an error message.
*If settlement date ≥ maturity date, Calci displays an error message.
*If settlement date ≥ maturity date, Calci displays an error message.
*'coupon' and 'yield' values must be greater than or equal to zero.
*'coupon' and 'yield' values must be greater than or equal to zero.