Function Duration within with keys returns the duration(s) of the referenced bond(s) as of a given reference date Tˢ
The exact duration definition must be supplied as an element of the list
If the settlement date Tˢ is not explicitly given, it will be set to the bond's settlement date as implied by a trade transaction assumed to occur on the T₀ (typically today).
PRECAUTION: This function treats the referenced bond as if it were a fixed rate bond even if this is not the case!
All index-linked cash flows are treated as fixed cash flows that pay the amount forecasted by the corresponding curve.