DURATION
function DURATION(
arg1: any = null,
arg2: any = null,
arg3: any = null,
arg4: any = null,
arg5: any = null,
arg6: any = null,
): number | string | boolean
Description
Returns the annual duration of a security with periodic interest payments.
Parameters
- arg1
any
null Is the security's settlement date, expressed as a serial date number.
- arg2
any
null Is the security's maturity date, expressed as a serial date number.
- arg3
any
null Is the security's annual coupon rate.
- arg4
any
null Is the security's annual yield.
- arg5
any
null Is the number of coupon payments per year.
- arg6
any
null Is the type of day count basis to use.
Returns
number | string | boolean
Try It
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));