Calculate dollar price to coupon equivalent yield for a discount security
Introduced in release: 1.0 Component: Generic Purpose:
Calculates the coupon equivalent yield given the dollar price for a discount security.
Alternatives:
This routine requires inputs normally provided by other interim routines. The disc_pyd and disc_pydbey routines use relevant dates in computing price/discount/yield.
Results:
The coupon equivalent yield is calculated using the industry standard rules or generally accepted practices. The calculated coupon equivalent yield is returned as the value of the function, and is 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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