Calculate taxable equivalent yield from a given price and set of cash flows
Introduced in release: 1.0 Component: Generic Purpose:
Calculates taxable equivalent yield from a given price, set of interest flows, set of principal 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.
Results:
The routine returns the calculated taxable equivalent yield 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.
Main Index
TIPS Home