Nyeley/dmdl2
Duration gap analysis

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Duration gap analysis

AssetsAssets
changeComputes the aggregate change in assets or liabilities, due...
deltaEComputes the change in equity
differenceEComputes the change in equity
durationComputes the duration of assets or liabilities
LADGComputes the leverage adjusted duration gap
LiabilitiesLiabilities
Nyeley/dmdl2 documentation built on June 4, 2019, 5:15 p.m.

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