Calculate yield to dollar price for discount securities
Introduced in release: 1.0 Component: Generic Purpose:
Calculates the dollar price given the money market yield 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 dollar price is returned accurate to as many decimal 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