Floating rate MBS - calculate the yield of the index
Introduced in release: 1.0 Component: US MBS Purpose:
Calculates the yield of the index on which a floater is based. This assumes the index takes on a fixed rate from this point forward.
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.
Main Index
TIPS Home