Go To Documentation Main IndexMain Index
Go To TIPS, Inc.TIPS Home
usbl_cfs

usbl_cfs (routine)

Calculate cash flows for a US treasury bill

Introduced in release: 1.2
Component: US Bonds
Purpose: Calculates cash flows with corresponding dates for a US treasury bill. The cash flows include all payments to the security holder. In this case only a principal payment at maturity.

Special Considerations: If you want to calculate the cash flows used by the security specific price/yield routines for this security please set the variable thous_securities to zero. The cash flows will be based on 100. For cash flows based on any other amount set thous_securities to the correct number of thousands.

Results: All results are accurate to as many places as supported by a double precision value. The array cfs contains the cash flows and the arrays cf_months, cf_days, cf_years contain the corresponding dates.

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

Last Mod Date: 12/14/1995© 2001 TIPS, Inc.Doc Version: 5.0