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cfs_mm_py

cfs_mm_py (routine)

Calculate price or money market yield from a given set of cash flows

Introduced in release: 1.0
Component: Generic
Purpose: Calculates price or money market yield from a given set of cash flows and corresponding dates. Discounting is done on a linear basis for each cash flow. There is no compounding!

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: 10/21/1996© 2001 TIPS, Inc.Doc Version: 5.0