diff options
| author | Oliver Bolte <obo@openoffice.org> | 2004-11-18 16:03:19 +0000 |
|---|---|---|
| committer | Oliver Bolte <obo@openoffice.org> | 2004-11-18 16:03:19 +0000 |
| commit | dd99e7117dbe705be2301be9a8ff7b2e42e8f9d5 (patch) | |
| tree | 29e19e7e05734a97b75997e05b1bbbfabec85525 /scaddins/source | |
| parent | f39038fa84f0e876fbd56a000faed2700465a94a (diff) | |
INTEGRATION: CWS dr29 (1.44.6); FILE MERGED
2004/11/01 15:15:33 dr 1.44.6.1: #110793# DURATION
Diffstat (limited to 'scaddins/source')
| -rw-r--r-- | scaddins/source/analysis/analysishelper.cxx | 14 |
1 files changed, 8 insertions, 6 deletions
diff --git a/scaddins/source/analysis/analysishelper.cxx b/scaddins/source/analysis/analysishelper.cxx index 5301f85fdbc5..09e558d8331f 100644 --- a/scaddins/source/analysis/analysishelper.cxx +++ b/scaddins/source/analysis/analysishelper.cxx @@ -2,9 +2,9 @@ * * $RCSfile: analysishelper.cxx,v $ * - * $Revision: 1.44 $ + * $Revision: 1.45 $ * - * last change: $Author: rt $ $Date: 2004-09-08 15:59:13 $ + * last change: $Author: obo $ $Date: 2004-11-18 17:03:19 $ * * The Contents of this file are made available subject to the terms of * either of the following licenses @@ -1203,18 +1203,20 @@ double GetDuration( sal_Int32 nNullDate, sal_Int32 nSettle, sal_Int32 nMat, doub fYield /= nFreq; fYield += 1.0; + double nDiff = fYearfrac * nFreq - fNumOfCoups; + double t; for( t = 1.0 ; t < fNumOfCoups ; t++ ) - fDur += t * ( fCoup ) / pow( fYield, t ); + fDur += ( t + nDiff ) * ( fCoup ) / pow( fYield, t + nDiff ); - fDur += fNumOfCoups * ( fCoup + f100 ) / pow( fYield, fNumOfCoups ); + fDur += ( fNumOfCoups + nDiff ) * ( fCoup + f100 ) / pow( fYield, fNumOfCoups + nDiff ); double p = 0.0; for( t = 1.0 ; t < fNumOfCoups ; t++ ) - p += fCoup / pow( fYield, t ); + p += fCoup / pow( fYield, t + nDiff ); - p += ( fCoup + f100 ) / pow( fYield, fNumOfCoups ); + p += ( fCoup + f100 ) / pow( fYield, fNumOfCoups + nDiff ); fDur /= p; fDur /= double( nFreq ); |