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Searched refs:fDur (Results 1 – 1 of 1) sorted by last modified time

/trunk/main/scaddins/source/analysis/
H A Danalysishelper.cxx968 double fDur = 0.0; in GetDuration() local
979 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()

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