Eugene, one of the optimization columns is labeled "Duration". Since it can
take
on negative values, I assume it is not the average holding period. It does not
appear to be NPV of future cash flows either. What is it?
--
You received this message because you are subscribed to the Google Groups
"JBookTrader" group.
To post to this group, send email to [email protected].
To unsubscribe from this group, send email to
[email protected].
For more options, visit this group at
http://groups.google.com/group/jbooktrader?hl=en.