Canadian mortgage backed security - calculates convexity
Introduced in release: 1.391 Component: Non-US (developed mkts) Purpose:
Calculates convexity for a Canadian mortgage backed security. It uses as input the monthly cash flows.
Notes:
This routine takes as input cash flows which may be calculated using cnmb_gtbls
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.
Main Index
TIPS Home