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This template returns the number of days between two dates. Dates may be input either as full dates or as year, month and day. ... {Duration in days}} ...
The conventions of this class calculate the number of days between two dates (e.g., between Date1 and Date2) as the Julian day difference. This is the function Days(StartDate, EndDate). The conventions are distinguished primarily by the amount of the CouponRate they assign to each day of the accrual period.
The number of days between two dates, which is simply the difference in their Julian day numbers. The dates of moveable holidays, like Christian Easter (the calculation is known as Computus) followed up by Ascension Thursday and Pentecost or Advent Sundays, or the Jewish Passover, for a given year. Converting a date between different calendars.
The synodic period is the amount of time that it takes for an object to reappear at the same point in relation to two or more other objects. In common usage, these two objects are typically Earth and the Sun. The time between two successive oppositions or two successive conjunctions is also equal to the synodic period. For celestial bodies in ...
A mean solar day (what we normally measure as a "day") is the average time between local solar noons ("average" since this varies slightly over a year). Earth makes one rotation around its axis each sidereal day; during that time it moves a short distance (about 1°) along its orbit around the Sun.
t Y = 365.259 6358 days is the length of time in an anomalistic year: the time interval between two successive passages of the periapsis; λ p = Λ − M, is the ecliptic longitude of the periapsis; t is dynamical time, the independent variable in the theory.
Mean time between failures (MTBF) describes the expected time between two failures for a repairable system. For example, three identical systems starting to function properly at time 0 are working until all of them fail. The first system fails after 100 hours, the second after 120 hours and the third after 130 hours.
For a standard bond, the Macaulay duration will be between 0 and the maturity of the bond. It is equal to the maturity if and only if the bond is a zero-coupon bond. Modified duration, on the other hand, is a mathematical derivative (rate of change) of price and measures the percentage rate of change of price with respect to yield.