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(Showing Draft Content)

DURATION

額面を$100とみなした証券のマコーレーデュレーションを返します。

書式

DURATION( settlement , maturity , coupon , yield , frequency , basis )

引数

有効な引数は次のとおりです。

引数

説明

settlement

証券の受渡日

maturity

証券の満期日

coupon

証券の年利

yield

証券の年間配当

frequency

支払頻度。年間の利息支払回数を表し、1、2、または4のいずれかを指定します。

basis

(オプション)日数計算方法を表す整数(「日数計算方法」を参照)

解説

settlement または maturity が無効な値である場合には#VALUE!エラーが、 frequency が1、2、または4以外の値である場合には#NUM!エラーが返されます。settlement、maturity、frequency、およびbasisに整数以外の値を指定すると、小数部分が切り捨てられます。 couponまたはyieldに0未満の値を指定すると、#NUM!エラーが返されます。 basisに0未満の値、または4を超える値を指定すると、#NUM!エラーが返されます。 settlementにmaturity以上の値を指定すると、#NUM!エラーが返されます。

データ型

数値データおよびDateTimeオブジェクトデータを受け取り、 数値データを返します。

サンプル

DURATION(C1,C2,C3,C4,C5,C6)

DURATION(R5C2,R2C4,R3C1,R4C1,R5C1)