RainbowStats™ · Finance commands

MORT_DURATION

Transform yield observations using the existing mort duration calculation.

Syntax

MORT_DURATION(yieldSeries,term)
MORT_DURATION(yieldSeriesList,term)

Example

MORT_DURATION(DGS10,10)

Details

Delegates to DataSeriesFinanceTool.getMortgageDurationSeries for each series. The term is a literal integer; decimal text is rounded by the existing parser. Series-list input preserves the per-series calculation. Yield units, compounding, maturity and payment conventions remain those of the finance helper. This wrapper does not rescale FRED percentage yields into decimals. It does not add a coupon, notional or payment-frequency argument.

No result-specific extract inventory was verified for this wrapper. Interactive models may inherit extraction behavior from their base classes.