Spread Silverlight Documentation
Evaluate(Object[]) Method


The args contains 5 - 6 items: settlement, maturity, coupon, yld, frequency, [basis].

Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.

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 the type of day count basis to use.

Returns the System.Double Macauley duration for an assumed par value of $100.
Syntax
'Declaration
 
Public Overloads Overrides Function Evaluate( _
   ByVal args() As System.Object _
) As System.Object
'Usage
 
Dim instance As CalcDurationFunction
Dim args() As System.Object
Dim value As System.Object
 
value = instance.Evaluate(args)
public override System.object Evaluate( 
   System.object[] args
)

Parameters

args

The args contains 5 - 6 items: settlement, maturity, coupon, yld, frequency, [basis].

Settlement is the security's settlement date. The security settlement date is the date after the issue date when the security is traded to the buyer.

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 the type of day count basis to use.

Return Value

A System.Double value that indicates the evaluate result.
Requirements

Target Platforms: Windows 7, Windows 8 Desktop, Windows Vista SP1 or later, Windows Server 2000, Windows 2000 Professional, Windows XP Professional, Windows NT 4.0 Workstation, SP6, Windows NT 4.0 Server, SP6

See Also

Reference

CalcDurationFunction Class
CalcDurationFunction Members
Overload List

 

 


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