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cfs_tr

cfs_tr (routine)

Calculate total return and related measures from a given price and set of cash flows

Introduced in release: 1.0
Component: Generic
Purpose: Calculates total return and related measures 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: All results are accurate to as many places as supported by double precision values.

Error Conditions: Returned values should be ignored for a non-zero status. See Errors.

Last Mod Date: 04/04/1994© 2001 TIPS, Inc.Doc Version: 5.0