 Main Index |
 TIPS Home |
dur_match_tolerancedur_match_tolerance (variable)
Duration match accuracy tolerance
Declared as: int
Description:
The number of decimal places of accuracy required for the iterative calculation of duration matching to terminate. The more places of accuracy specified the longer the execution time of the function
Valid values:
Any integer between zero and the maximum number of digits supported by
a double precision number
Special Notes:
A large number of digits may cause there to be no match since the maturity date is the variable which is varying and it has discrete values rather than being continuous
| © 2001 TIPS, Inc. | Doc Version: 5.0 |