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Thomas · 09-04-2006, 08:59 AM

Hi

I have problems to program the adequate Macaulay Duration Formula. Does anyone have an idea?

Regards Thomas

Anders Holmlund · 09-04-2006, 10:45 AM

Thomas, do you need the formula/algorithm or is it a programming problem? I can help you with the former. Rgds, Anders

Thomas · 09-05-2006, 02:25 AM

Quote:
Thomas, do you need the formula/algorithm or is it a programming problem? I can help you with the former. Rgds, Anders

Hi

I need the formula/algorithm the programming is not the problem.

Regards, Thomas

Katie Wasserman · 09-05-2006, 08:41 AM

There's a closed-form formula for this on Wikipedia. I haven't verified it but it looks like the one I've been using for a very long time and have no problems with it.

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