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frn_rc_dm
frn_rc_dm
(routine)
Floating rate note (FRN) - calculate the discounted margin
Introduced in release:
1.2
Component:
Generic
Purpose:
Calculates the discounted margin for a floating rate note (FRN)
Notes:
Reset frequency can be different than the payment frequency.
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: 12/14/1995
© 2001 TIPS, Inc.
Doc Version: 5.0