I’m implementing Pre-Defined Excel FORMULA MDURATION - in knime.
I’m not getting the exact output matching the excel.
Settlement Date - 30/Jun/2021
Maturity Date - 05/Jul/2021
Coupon Rate - 8.75%
Yield - 1.85%
Frequency - 4
Basis - 3
Expected Output - 0.0143173439281679 Actual Output through Knime - 0.0140260430
Can anyone help me with the formula for this.
all the output value needs to be matched since the further calculation is also dependent on the generated Mduration values.
Could you upload the KNIME workflow with your current implementation of the calculation for others here to look at? I’m not familiar with the MDURATION function myself, but maybe someone else is. At any rate we need more detail to troubleshoot.