PortfolioDuration: Modified Duration of a Bond Portfolio
In CIAssetManagement/FundTools: Some title

Calculates the Duration of a Bond portfolio with the id's of the instruments and it's weights on the portfolio.

1	PortfolioDuration(date = Sys.Date() - 1, instruments, weight)

`date`	is the date in which the Portfolio Duration is going to be calculated.
`instruments`	is an array containing the instrument's id.
`weight`	is an array containing the instrument's weights in the portfolio.

Modified Duration of the Portfolio.

CIAssetManagement/FundTools documentation built on May 3, 2019, 4:30 p.m.

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