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cfs_mm_p

cfs_mm_p (routine)

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.

Last Mod Date: 01/16/1995© 2001 TIPS, Inc.Doc Version: 5.0