Introduced in release: 1.0 Component: US Bonds Purpose:
Calculates either dollar price or yield to maturity for a one step coupon periodic interest security from a given and then recalculates using the given plus a change and the given minus a change. The result is then the average change in the result based on the change in the given.
Notes:
This routine only works with security_type 1, or 3 through 8. It does not work with any foreign security types.
Results:
All results are calculated using the industry standard rules or generally accepted practices, accurate to as many places as supported by a double precision value. The variable calculated contains the calculated dollar price or yield to redemption from the given. The variable calc_up contains the calculated dollar price or yield to redemption from the given plus the change. The variable calc_down contains the calculated dollar price or yield to redemption from the given minus the change. The variable calc_average_chg contains average change in the calculated values.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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