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Duration of a Treasury Bond Portfolio

Hi,

I want to identify the duration of the Bond portfolio (The CFM module is already implemented.) will somebody please guide me by providing the steps of configarations, to calculate the duration of a Bond portfolio.

Thanks

GKP

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1 Answer

  • Posted on Aug 21, 2007 at 06:54 AM

    GKP,

    this is actually Treasury Management - could not ind the relevant forum for the same and assumed that ERP Financials would be a more relevant forum than the BPX forum as such

    Arun

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