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frm_ytm_sprd

frm_ytm_sprd (routine)

Floating rate MBS - calculate the yield to maturity spread

Introduced in release: 1.0
Component: US MBS
Purpose: Calculates the yield to maturity spread for a floating rate MBS. This is the difference between the yield of the MBS and the yield of the index.

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.

Last Mod Date: 03/16/1990© 2001 TIPS, Inc.Doc Version: 5.0