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cfs_py

cfs_py (routine)

Calculate price or yield from a given set of cash flows

Introduced in release: 1.0
Component: Generic
Purpose: Calculates price or yield from a given 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.

Notes: This routine should only be use when all the cash flows have the same sign. For cash flows with sign changes use the cfs_pyg routine.

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: 12/20/1990© 2001 TIPS, Inc.Doc Version: 5.0