MDURATION
Returns the modified Macauley duration of a security with an assumed par value of $100.
Syntax
expression.MDURATION(arg1, arg2, arg3, arg4, arg5, arg6);
expression - A variable that represents a ApiWorksheetFunction class.
Parameters
| Name | Required/Optional | Data type | Default | Description |
|---|---|---|---|---|
| arg1 | Required | ApiRange | ApiName | number |
| arg2 | Required | ApiRange | ApiName | number |
| arg3 | Required | ApiRange | ApiName | number |
| arg4 | Required | ApiRange | ApiName | number |
| arg5 | Required | ApiRange | ApiName | number |
| arg6 | Required | ApiRange | ApiName | number |
Returns
number
Example
var oWorksheet = Api.GetActiveSheet();
var oFunction = Api.GetWorksheetFunction();
oWorksheet.GetRange("A1").SetValue(oFunction.MDURATION("1/10/2018", "6/15/2019", 0.08, 0.09, 4, 1));