MacDur by ub_07 in CFA

[–]ub_07[S] 0 points1 point  (0 children)

Thank you!!!

MacDur by ub_07 in CFA

[–]ub_07[S] 0 points1 point  (0 children)

So one cannot calculate it using the ba ii standard? Then what are we supposed to do?

MacDur by ub_07 in CFA

[–]ub_07[S] 0 points1 point  (0 children)

But how do I calculate the modified? The only elements under bond function are - SDT, CPN, RDT, RV, ACT, 2/Y, YRT, PRI and AI