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cmo_p

cmo_p (routine)

Collateralized mortgage obligation - calculate the price

Introduced in release: 1.0
Component: US MBS
Purpose: Calculates the dollar price for a collateralized mortgage obligation given the bond equivalent yield. It uses the cash flows and times to cash flow from settlement date as input

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: 12/20/1991© 2001 TIPS, Inc.Doc Version: 5.0