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.