Calculate price from a given set of cash flows and a money market yield
Introduced in release: 1.0 Component: Generic Purpose:
Calculates price from a given set of cash flows, corresponding length of time, and a money market yield. Discounting is done on a linear basis for each cash flow. There is no compounding!
Alternatives:
This routine requires inputs normally provided by other interim routines. The cfs_mm_py routine uses the cash flows and relevant dates in computing a price.
Results:
The result is returned as the value of the function 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.