Class Duration

Calculates the Macauley duration of a security as the weighted average of present value cash flows, measuring bond price sensitivity to yield changes.

Inheritance
System.Object
FunctionBase
FunctionWithArguments
FunctionWithSameTypeArguments<System.Double>
NumbersInFunction
Duration
Inherited Members
System.Object.ToString()
System.Object.Equals(System.Object)
System.Object.Equals(System.Object, System.Object)
System.Object.ReferenceEquals(System.Object, System.Object)
System.Object.GetHashCode()
System.Object.GetType()
System.Object.MemberwiseClone()
Namespace: Telerik.Windows.Documents.Spreadsheet.Expressions.Functions
Assembly: Telerik.Windows.Documents.Spreadsheet.dll

Syntax

public class Duration : NumbersInFunction

Constructors

Duration()

Initializes a new DURATION function instance for calculating Macauley duration at $100 par value.

Declaration
public Duration()

Fields

FunctionName

The name of the function.

Declaration
public static readonly string FunctionName
Field Value
System.String

Properties

ArgumentConversionRules

Specifies that numeric arguments exclude booleans during conversion.

Declaration
public override ArgumentConversionRules ArgumentConversionRules { get; }
Property Value
ArgumentConversionRules

The argument conversion rules as ArgumentConversionRules.
Overrides

FunctionInfo

Provides metadata including category, description, and argument definitions.

Declaration
public override FunctionInfo FunctionInfo { get; }
Property Value
FunctionInfo

The function info as FunctionInfo.
Overrides

Name

Returns the function identifier "DURATION".

Declaration
public override string Name { get; }
Property Value
System.String

The name as String.
Overrides

Methods

EvaluateOverride(FunctionEvaluationContext<Double>)

Evaluates the function by computing duration from settlement, maturity, coupon, yield, frequency, and day-count basis.

Declaration
protected override RadExpression EvaluateOverride(FunctionEvaluationContext<double> context)
Parameters
FunctionEvaluationContext<System.Double> context

The context.
Returns
RadExpression

Functions result as RadExpression.
Overrides
Telerik.Windows.Documents.Spreadsheet.Expressions.Functions.FunctionWithSameTypeArguments<System.Double>.EvaluateOverride(Telerik.Windows.Documents.Spreadsheet.Expressions.Functions.FunctionEvaluationContext<System.Double>)