Calculates size weighted dispersion of a set of portfolios
Introduced in release: 1.0 Component: AIMR/Port/Cash flows Purpose:
Given a group of portfolios, each with different returns, this calculates the size weighteddispersion.
Special Considerations:
When there are both positive and negative portfolio sizes (market values) dispersion may not be able to be calculated in which case an error will be returned.
Results:
The calculated value is returned 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.