On 01/20/10 00:40, Jorge Eduardo Jaime Castro wrote:
I am trying to find out where is the code about duration.modif formula, If
you can help me. I will thank you.

If you mean DURACION.MODIF, Spanish for MDURATION, it's AnalysisAddIn::getMduration in scaddins/source/analysis/financial.cxx, and the helper function GetDuration in scaddins/source/analysis/analysishelper.cxx.

Niklas

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