Alternatives:
This routine requires inputs normally provided by other interim routines. The mtrm_py_ai routine uses a coupon rate and relevant dates in computing a yield. mtrm_py_ai is also more inclusive in that it internally determines the number of remaining periods to maturity and selects the appropriate pricing algorithm (less than or equal to one period or greater than one period).
Results:
All results are calculated using the industry standard rules or generally accepted practices. The function returns the calculated yield to redemption, 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