Floating rate MBS - "gross up" the index rate due to different day types
Introduced in release: 1.0 Component: US MBS Purpose:
Calculates the "grossed up" index rate. This is needed when the index is at one day count method and the floating rate MBS is at another.
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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