Enum DurationType

Namespace

NanoQL.Coupons

Assembly

NanoQL.dll

The type of a duration: QuantLib's Duration::Type.

public enum DurationType

Fields

Macaulay = 1

Macaulay's duration.

Modified = 2

The modified duration.

Simple = 0

The simple duration.

Remarks

Its ToString() gives QuantLib's stream text, "Simple", "Macaulay" or "Modified".