afscalc.dll file

afscalc.dll provides all the calculations for afstrade ticket processing and calculator control.  This file is used by any application, e.g. afstrade, afsTicketImporter, afsTicketQueue, that processes tickets.

Revision History

• 021107 - Allow notes (calc codes 2 - 4) to have calls and put features, just like bonds
• 021030 - Don't use OID yield for after-tax calculation if it is less than coupon rate (in effect, an original issue premium).
• 030211 - Avoid division by zero error if coupon = 0 (or flat interest) for MBS (mortgages) securities.
• 030320 - Change SEC calculation (Ceiling(Principal*factor/100)) to use a factor of:
  • 0.00301 for settle date prior to 3/27/2003
  • 0.00252 for settle date prior to 4/4/2003
  • 0.00468 for settle on or after 4/4/2003
• 040330 - Change factor to
  • 0.00468 for settle date prior to 2/26/2004
  • 0.00390 for settle date prior to 4/4/2004
  • 0.00234 otherwise