Duration
Function Duration within Bond with keys Bond Duration keysreturns the duration of the referenced bond as of a given reference date Tˢ
Several values may be also returned here in the form of a 1D-array
Web blog example here
The exact duration definition must be supplied as an element of the list Duration Type
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 trade dateT₀ (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.
