CALC.mduration(settlement, maturity, coupon, yld, frequency, [basis])

CALC.accrint(issue, interest, settlement, rate, par, freq, [basis])

CALC.accrintm(issue, maturity, rate, par, [basis])

CALC.amordegrc(cost, date_purchased, first_period, salvage, period, rate, [basis])

CALC.amorlinc(cost, date_purchased, first_period, salvage, period, rate, [basis])

CALC.coupdaybs(settlement, maturity, frequency, [basis])

CALC.coupdays(settlement, maturity, frequency, [basis])

CALC.coupdaysnc(settlement, maturity, frequency, [basis])

CALC.coupncd(settlement, maturity, frequency, [basis])

CALC.coupnum(settlement, maturity, frequency, [basis])

CALC.couppcd(settlement, maturity, frequency, [basis])

CALC.cumipmt(rate, nper, pv, start_period, end_period, type)

CALC.cumprinc(rate, nper, pv, start_period, end_period, type)

CALC.db(cost, salvage, life, period, [month])

CALC.ddb(cost, salvage, life, period, [factor])

CALC.disc(settlement, maturity, pr, redemption, [basis])

CALC.duration(settlement, maturity, coupon, yld, frequency, [basis])

CALC.effect(nominal_rate, npery)

CALC.fv(rate, nper, pmt, [pv], [type])

CALC.fvschedule(principal, schedule)

CALC.intrate(settlement, maturity, investment, redemption, [basis])

CALC.ipmt(rate, per, nper, pv, fv, type)

CALC.ispmt(rate, per, nper, pv)

CALC.mduration(settlement, maturity, coupon, yld, frequency, [basis])

CALC.mirr(values, finance_rate, reinvest_rate)

CALC.nominal(effect_rate, npery)

CALC.nper(rate, pmt, pv, fv, type)

CALC.npv(rate, [value1, value2, [....]])

CALC.pmt(rate, nper, pv, fv, type)

CALC.ppmt(rate, per, nper, pv, fv, type)

CALC.price(settlement, maturity, rate, yld, redemption, frequency, [basis])

CALC.pricedisc(settlement, maturity, discount, redemption, [basis])

CALC.pricemat(settlement, maturity, issue, rate, yld, [basis])

CALC.pv(rate, nper, pmt, fv, type)

CALC.received(settlement, maturity, investment, discount, [basis])

CALC.sln(cost, salvage, life)

CALC.syd(cost, salvage, life, per)

CALC.tbilleq(settlement, maturity, discount)

CALC.tbillprice(settlement, maturity, discount)

CALC.tbillyield(settlement, maturity, pr)

CALC.vdb(cost, salvage, life, start_period, end_period, factor, no_switch)

CALC.xnpv(rate, values, dates)

CALC.yielddisc(settlement, maturity, pr, redemption, [basis])

CALC.yieldmat(settlement, maturity, issue, rate, pr, [basis])

Returns the modified Macauley duration for a security with an assumed par value of $100. Settlement is the security's settlement date. Maturity is the security's maturity date. The maturity date is the date when the security expires. Coupon is the security's annual coupon rate. Yld is the security's annual yield. Frequency is the number of coupon payments per year. For annual payments, frequency = 1; for semiannual, frequency = 2; for quarterly, frequency = 4. Basis is an optional parameter which specifies the type of year count basis to use (Default = US 30/360, 1 = Actual/actual, 2 = Actual/360, 3= Actual/365, 4 = European 30/360).

Example

CALC.mduration(new Date(2008,0,1), new Date(2016,0,1), 8, 9, 2, 1);

// returns 5.7357

(The Macauley duration for a security with an annual coupon rate of 8% and a yield of 9% with 2 payments per year)

<< CALC.ispmt(rate, per, nper, pv) © 1996-2013 InetSoft Technology Corporation (v11.5) CALC.mirr(values, finance_rate, reinvest_rate) >>