Calculate proceeds yield/price from a given set of cash flows and dates
Introduced in release: 1.99 Component: Generic Purpose:
Calculates proceeds money market yield or price from a given value, set of cash flows and corresponding dates. The compounding frequency can be specified independently from the cash flow dates. Compounding is done in terms of number of periods (whole and fractional) from the settlement date to the cash flow date.
Special Considerations:
If price is the given value it should be a dirty price (price + accrued interest). If proceeds yield is the given value the result is a dirty price.
Results:
The routine returns the calculated value accurate to as many decimal places as supported by a double precision value.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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