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ustf_n_basis

ustf_n_basis (routine)

Calculates the net basis for a US Treasury future

Introduced in release: 1.96
Component: US Bonds
Purpose: This routine calculates the net basis for a US Treasury future.

Results: The calculated net basis is returned as a rounded number of 32nds.

Error Conditions: Returned values should be ignored for a non-zero status. See Errors.
Last Mod Date: 10/26/2000© 2001 TIPS, Inc.Doc Version: 5.0