Introduced in release: 1.0 Component: Generic Purpose:
Calculate the U.S. deposit rate given a spot rate, forward period, a forward rate, and a foreign deposit rate.
Results:
The calculated U.S. deposit rate is returned as the value of the function, and is 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