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ustf_cf

ustf_cf (routine)

Calculates the conversion factor for a US Treasury future

Introduced in release: 1.9
Component: US Bonds
Purpose: This routine calculates the conversion factor for a US Treasury future.

Results: The calculated conversion factor is returned rounded to four places.

Error Conditions: Returned values should be ignored for a non-zero status. See Errors.
Last Mod Date: 02/02/2000© 2001 TIPS, Inc.Doc Version: 5.0