Computes Duration and Modified Duration for cash flows with different cash flow and compounding conventions. Cash flows need not be evenly spaced.

1 2 3 4 5 6 7 8 9 10 |

`cf` |
Vector of cash flows |

`rate` |
The interest rate in decimal (0.10 or 10e-2 for 10%) |

`cf.freq` |
Frequency of annuity payments: 1 for annual, 2 for semi-annual, 12 for monthly. |

`comp.freq` |
Frequency of compounding of interest rates: 1 for annual, 2 for semi-annual, 12 for monthly, Inf for continuous compounding. |

`cf.t` |
Optional vector of timing (in years) of cash flows. If omitted regular sequence of years is assumed. |

`immediate.start` |
Logical variable which is |

`modified` |
in function duration, |

jrvFinance documentation built on Nov. 5, 2021, 5:07 p.m.

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