Example of Macaulay Duration Calculation for Floating Rate Instrument (Doc ID 2059691.1)

Last updated on AUGUST 03, 2017

Applies to:

Oracle Financial Services Asset Liability Management - Version 6.0 and later
Information in this document applies to any platform.
Oracle Financial Services Analytical Applications (OFSAA)

Goal

This note is to provide an example of Macaulay Duration Calculation for Floating Rate instrument.
 

Solution

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