I was tasked with calculating OAS durations on callable agency bonds with the Bloomberg API in Perl in the 90's. Basically I'd take the price and use the API t

I was tasked with calculating OAS durations on callable agency bonds with the Bloomberg API in Perl in the 90's. Basically I'd take the price and use the API to get the OAS, then bump the OAS up and down a basis point, calculate price up and price down and get the difference. The problem was sporadically I'd get a price back that was out of line. It would match to the 5th or 6th decimal, but then would diverge. I could make the same call 10 times in a row and the price would be identical 8 times, but 2 others it would be different in the 5th or 6th decimals. Since I was taking the difference of two prices which were relatively close otherwise, this would wreck havoc with my results. Bloomberg support was always quick with a response, but often the first level support had no idea what they were talking about. For two weeks they kept insisting that because the yield curve I was pricing with was live, what I was seeing was because of market moves. Finally I got to someone who was on the implementation team for that bit of code, and he explained that they had both Data General and Perkin Elmer (Interdata) machines supporting that function, and the answers depended on which architecture handled the response.