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mtg_halflife

mtg_halflife (routine)

Calculate mortgage half life

Introduced in release: 1.0
Component: US MBS
Purpose: Calculates half life for a mortgage backed security.

Results: The function returns the calculated value for half life, 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: 03/01/1990© 2001 TIPS, Inc.Doc Version: 5.0