SAP Note 97961 - Error in calculation of Modified Duration

Component : Market Risk Analysis -

Solution : https://service.sap.com/sap/support/notes/97961 (SAP Service marketplace login required)

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

Related Notes :

99585Collective note for Open Reporting