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sw_disprsn

sw_disprsn (routine)

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 weighted dispersion.

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.

Last Mod Date: 01/31/1995© 2001 TIPS, Inc.Doc Version: 5.0