Canadian mortgage backed security - calculate the price
Introduced in release: 1.391 Component: Non-US (developed mkts) Purpose:
Calculates the dollar price for a Canadian mortgage backed security given the bond equivalent yield. It uses the monthly cash flows as input.
Alternatives:
This routine requires inputs normally provided by other interim routines. The cnmb_py_ai routine uses a general descriptive date in computing a price.
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.
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