aimr_rdietz

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aimr_rdietz

aimr_rdietz (routine)

Calculates the AIMR specified return on a portfolio using the Dietz method

Introduced in release: 1.0
Component: AIMR/Port/Cash flows
Purpose: Given the starting and ending market valuation of the portfolio and a series of cash flows into and out of the portfolio, this calculates the total return using the AIMR specified Dietz method.

Notes: Also see aimr_rmodbai and aimr_rdaily for other return methods.

Results: The calculated value is returned accurate to as many places as supported by a double precision value.

Error Conditions: Returned values should be ignored for a non-zero status. See Errors.

Last Mod Date: 01/12/1995

Doc Version: 5.0