Returns the annual duration of a security with periodic interest payments.
Name | Type | Description |
arg1 | any | Is the security's settlement date, expressed as a serial date number. |
arg2 | any | Is the security's maturity date, expressed as a serial date number. |
arg3 | any | Is the security's annual coupon rate. |
arg4 | any | Is the security's annual yield. |
arg5 | any | Is the number of coupon payments per year. |
arg6 | any | Is the type of day count basis to use. |
builder.CreateFile("xlsx"); var oWorksheet = Api.GetActiveSheet(); var oFunction = Api.GetWorksheetFunction(); oWorksheet.GetRange("A1").SetValue(oFunction.DURATION("1/10/2018", "6/15/2019", 0.08, 0.09, 4, 1)); builder.SaveFile("xlsx", "DURATION.xlsx"); builder.CloseFile();