DURATION(settlement,maturity,coup,yield,frequency[,basis])
DURATION calculates the duration of a security.
settlement is the settlement date of the security.
maturity is the maturity date of the security.
coup The annual coupon rate as a percentage.
yield The annualized yield of the security as a percentage.
frequency is the number of coupon payments per year. Allowed frequencies are: 1 = annual, 2 = semi, 4 = quarterly. basis is the type of day counting system you want to use:
0 US 30/360
1 actual days/actual days
2 actual days/360
3 actual days/365
4 European 30/360