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Searched refs:fNumOfCoups (Results 1 – 1 of 1) sorted by path

/trunk/main/scaddins/source/analysis/
H A Danalysishelper.cxx967 double fNumOfCoups = GetCoupnum( nNullDate, nSettle, nMat, nFreq, nBase ); in GetDuration() local
974 double nDiff = fYearfrac * nFreq - fNumOfCoups; in GetDuration()
978 for( t = 1.0 ; t < fNumOfCoups ; t++ ) in GetDuration()
981 fDur += ( fNumOfCoups + nDiff ) * ( fCoup + f100 ) / pow( fYield, fNumOfCoups + nDiff ); in GetDuration()
984 for( t = 1.0 ; t < fNumOfCoups ; t++ ) in GetDuration()
987 p += ( fCoup + f100 ) / pow( fYield, fNumOfCoups + nDiff ); in GetDuration()

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