Duration function defined in help:
Duration function defined in ODFF> 6.12.18DURATION
Summary: Returns the Macaulay duration of a fixed interest security in years
Syntax: DURATION( Date Settlement ; Date Maturity ; Number Coupon ; Number Yield ; Number Frequency [ ; Basis Basis = 0 ] )
Constraints: Yield >=0, Coupon >= 0, Settlement <= Maturity; Frequency = 1, 2, 4
Semantics: Computes the Macaulay duration, given:
Settlement the date of purchase of the securityMaturity the date when the security matures
So ODF>duration = Calc>DURATION_ADD. It's confusing.
Apart from DURATION and DURATION_ADD, this problem applies to more functions, e.g.
CONVERT and CONVERT_ADD.
Given the nature of the problem, it would be best to fix all these functions in one batch.
I intend to fix this, once I can spare time for it.
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can we close this bug as RESOLVED FIXED? I cannot reproduce this probably due to the following fix.
Version: 22.214.171.124.alpha0+ (x64)
Build ID: 3208fcb3a36d75d6290d9c548430682f153b09db
CPU threads: 4; OS: Windows 10.0; UI render: default;
TinderBox: Win-x86_64@42, Branch:master, Time: 2018-09-20_22:43:20
Locale: en-US (ja_JP); Calc: CL
(In reply to himajin100000 from comment #3)
> can we close this bug as RESOLVED FIXED? I cannot reproduce this probably
> due to the following fix.
> Version: 126.96.36.199.alpha0+ (x64)
> Build ID: 3208fcb3a36d75d6290d9c548430682f153b09db
> CPU threads: 4; OS: Windows 10.0; UI render: default;
> TinderBox: Win-x86_64@42, Branch:master, Time: 2018-09-20_22:43:20
> Locale: en-US (ja_JP); Calc: CL
As that particular commit is from Eike, I've assigned this bug to him, and I suspect that he'll either close this bug report or will finalise the fix(es).
Commit dbbab7b1b0c2c1c43cc52b620212fb29c7b99bff renamed DURATION to PDURATION and DURATION_ADD to DURATION.
Commit ced79363cc30f225e766195ace4f892754fc85a0 renamed the (other) CONVERT to CONVERT_OOO and CONVERT_ADD to the real CONVERT.