Searched refs:fDur (Results 1 – 1 of 1) sorted by relevance
968 double fDur = 0.0; in GetDuration() local979 fDur += ( t + nDiff ) * ( fCoup ) / pow( fYield, t + nDiff ); in GetDuration()981 fDur += ( fNumOfCoups + nDiff ) * ( fCoup + f100 ) / pow( fYield, fNumOfCoups + nDiff ); in GetDuration()989 fDur /= p; in GetDuration()990 fDur /= double( nFreq ); in GetDuration()992 return fDur; in GetDuration()
Completed in 23 milliseconds