The risk statistics available from the money market functions are defined and computed in the same way as for the bond functions. The functions can return Macaulay duration, modified duration, convexity, and PVBP. All of the risk statistics are dependent on either the first or second derivative of price with respect to yield. Based on the standard money market formula, the derivatives are evaluated as follows:
MP = maturity proceeds of the instrument. 

See Also Bond Risk Statistic Calculations 
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