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mtrm_dur2md

mtrm_dur2md (routine)

Calculate the maturity date for a medium term note given the duration

Introduced in release: 1.1
Component: Generic
Purpose: Given the duration and coupon payment schedule information for a medium term note (a regular bond, odd first coupon bond, odd last coupon bond, and odd first and last coupon bond) calculate the maturity date (erd_month, erd_day, erd_year).

Results: Returns a new date in the form month, day, year.

Error Conditions: Returned values should be ignored for a non-zero status. See Errors.

Last Mod Date: 02/02/1995© 2001 TIPS, Inc.Doc Version: 5.0