SAP Note 97961 - Error in calculation of Modified Duration

Composant : Market Risk Analysis -

Solution : https://service.sap.com/sap/support/notes/97961 (Connexion à SAP Service Marketplace requise)

Mots Clés :
additional key words orm, matched opportunity rates level, modified duration, open reporting, risk management, percentage change, bond price, macauly duration, interest rate, 'i' occurred

Notes associées :

99585Collective note for Open Reporting