Bots, writer
193,448
edits
Changes
Jump to navigation
Jump to search
Created page with "<div id="6SpaceContent" class="zcontent" align="left"> '''<font color="#484848"><font face="Arial, sans-serif"><font size="2">DURATION(settle, M, C, Yield, F, basis)</font></..."
<div id="6SpaceContent" class="zcontent" align="left"> '''<font color="#484848"><font face="Arial, sans-serif"><font size="2">DURATION(settle, M, C, Yield, F, basis)</font></font></font>'''
<font color="#484848"><font face="Arial, sans-serif"><font size="2">'''Where 'settle''''</font></font></font><font color="#484848"><font face="Arial, sans-serif"><font size="2"> is the security's settlement date, 'M' is the security's maturity date, 'C' is the security's annual coupon rate, 'Yield' is the security's annual yield, 'F' is the number of coupon payments per year, and 'basis' is the type of day count basis to use.</font></font></font>
</div>
----
<div id="1SpaceContent" class="zcontent" align="left"> <font color="#484848"><font face="Arial, sans-serif"><font size="2">This function gives the Macauley duration for an assumed par value of $100. </font></font></font></div>
----
<div id="7SpaceContent" class="zcontent" align="left">
* <font color="#000000"><font face="Arial, sans-serif"><font size="2">DURATION calculates the error value when settlement or maturity is not a valid or settlement ≥ maturity.</font></font></font>
* <font color="#000000"><font face="Arial, sans-serif"><font size="2">'C' and 'Yield' must be grater than or equal to zero.</font></font></font>
* <font color="#000000"><font face="Arial, sans-serif"><font size="2">The values for 'F' is 1,2 and 4</font></font></font>
* <font color="#000000"><font face="Arial, sans-serif"><font size="2">Basis value should between 0 and 4.</font></font></font>
</div>
----
<div id="12SpaceContent" class="zcontent" align="left"><div class="ZEditBox" align="left">
DURATION
</div></div>
----
<div id="8SpaceContent" class="zcontent" align="left"> <font color="#000000"><font face="Arial, sans-serif"><font size="2">Lets see an example,</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">DURATION(settle, M, C, Yield, F, basis)</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">'''B'''</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">September 10, 2010</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">Septembet 10, 2016</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">6%</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">9.0%</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">2</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">1</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2"><nowiki>=DURATION(B2,B3,B4,B5,B6,B7) is 5.0458</nowiki></font></font></font>
<br /><br />
</div>
----
<div id="10SpaceContent" class="zcontent" align="left"><div class="ZEditBox" align="justify">Syntax </div><div class="ZEditBox"><center></center></div></div>
----
<div id="4SpaceContent" class="zcontent" align="left"><div class="ZEditBox" align="justify">Remarks </div></div>
----
<div id="3SpaceContent" class="zcontent" align="left"><div class="ZEditBox" align="justify">Examples </div></div>
----
<div id="11SpaceContent" class="zcontent" align="left"><div class="ZEditBox" align="justify">Description </div></div>
----
<div id="2SpaceContent" class="zcontent" align="left">
{| id="TABLE3" class="SpreadSheet blue"
|- class="even"
| class=" " |
| class=" " | Column1
| class=" " | Column2
| class=" " | Column3
| Column4
|- class="odd"
| class=" " | Row1
| class=" " | September 10, 2010
| class=" sshl_f " |
| class=" " |
| class=" " |
|- class="even"
| class=" " | Row2
| class="sshl_f" | September 10, 2016
| class=" " |
| class=" " |
| class=" " |
|- class="odd"
| Row3
| class="SelectTd " | 6%
| class=" " |
| class=" " |
| class=" " |
|- class="even"
| Row4
| class=" " | 9.0%
| class=" " |
| class=" " |
| class=" " |
|- class="odd"
| class=" " | Row5
| class=" " | 2
| class=" " |
| class=" " |
| class=" " |
|- class="even"
| Row6
| class="sshl_f " | 1
| class="sshl_f sshl_f " | 5.0458
| class=" sshl_f " |
| class=" SelectTD SelectTD" |
<div id="2Space_Handle" title="Click and Drag to resize CALCI Column/Row/Cell. It is EZ!"></div><div id="2Space_Copy" title="Click and Drag over to AutoFill other cells."></div>
|}
<div align="left">[[Image:calci1.gif]]</div></div>
----
<font color="#484848"><font face="Arial, sans-serif"><font size="2">'''Where 'settle''''</font></font></font><font color="#484848"><font face="Arial, sans-serif"><font size="2"> is the security's settlement date, 'M' is the security's maturity date, 'C' is the security's annual coupon rate, 'Yield' is the security's annual yield, 'F' is the number of coupon payments per year, and 'basis' is the type of day count basis to use.</font></font></font>
</div>
----
<div id="1SpaceContent" class="zcontent" align="left"> <font color="#484848"><font face="Arial, sans-serif"><font size="2">This function gives the Macauley duration for an assumed par value of $100. </font></font></font></div>
----
<div id="7SpaceContent" class="zcontent" align="left">
* <font color="#000000"><font face="Arial, sans-serif"><font size="2">DURATION calculates the error value when settlement or maturity is not a valid or settlement ≥ maturity.</font></font></font>
* <font color="#000000"><font face="Arial, sans-serif"><font size="2">'C' and 'Yield' must be grater than or equal to zero.</font></font></font>
* <font color="#000000"><font face="Arial, sans-serif"><font size="2">The values for 'F' is 1,2 and 4</font></font></font>
* <font color="#000000"><font face="Arial, sans-serif"><font size="2">Basis value should between 0 and 4.</font></font></font>
</div>
----
<div id="12SpaceContent" class="zcontent" align="left"><div class="ZEditBox" align="left">
DURATION
</div></div>
----
<div id="8SpaceContent" class="zcontent" align="left"> <font color="#000000"><font face="Arial, sans-serif"><font size="2">Lets see an example,</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">DURATION(settle, M, C, Yield, F, basis)</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">'''B'''</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">September 10, 2010</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">Septembet 10, 2016</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">6%</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">9.0%</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">2</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2">1</font></font></font>
<font color="#000000"><font face="Arial, sans-serif"><font size="2"><nowiki>=DURATION(B2,B3,B4,B5,B6,B7) is 5.0458</nowiki></font></font></font>
<br /><br />
</div>
----
<div id="10SpaceContent" class="zcontent" align="left"><div class="ZEditBox" align="justify">Syntax </div><div class="ZEditBox"><center></center></div></div>
----
<div id="4SpaceContent" class="zcontent" align="left"><div class="ZEditBox" align="justify">Remarks </div></div>
----
<div id="3SpaceContent" class="zcontent" align="left"><div class="ZEditBox" align="justify">Examples </div></div>
----
<div id="11SpaceContent" class="zcontent" align="left"><div class="ZEditBox" align="justify">Description </div></div>
----
<div id="2SpaceContent" class="zcontent" align="left">
{| id="TABLE3" class="SpreadSheet blue"
|- class="even"
| class=" " |
| class=" " | Column1
| class=" " | Column2
| class=" " | Column3
| Column4
|- class="odd"
| class=" " | Row1
| class=" " | September 10, 2010
| class=" sshl_f " |
| class=" " |
| class=" " |
|- class="even"
| class=" " | Row2
| class="sshl_f" | September 10, 2016
| class=" " |
| class=" " |
| class=" " |
|- class="odd"
| Row3
| class="SelectTd " | 6%
| class=" " |
| class=" " |
| class=" " |
|- class="even"
| Row4
| class=" " | 9.0%
| class=" " |
| class=" " |
| class=" " |
|- class="odd"
| class=" " | Row5
| class=" " | 2
| class=" " |
| class=" " |
| class=" " |
|- class="even"
| Row6
| class="sshl_f " | 1
| class="sshl_f sshl_f " | 5.0458
| class=" sshl_f " |
| class=" SelectTD SelectTD" |
<div id="2Space_Handle" title="Click and Drag to resize CALCI Column/Row/Cell. It is EZ!"></div><div id="2Space_Copy" title="Click and Drag over to AutoFill other cells."></div>
|}
<div align="left">[[Image:calci1.gif]]</div></div>
----