Calculates one day's interest for a bond with multiple coupon steps
Introduced in release: 1.23 Component: US Bonds Purpose:
Calculates the amount of interest earned from the day before the settlement date to settlement, taking into account the quantity, for a bond whose coupon rate may change on coupon payment dates.
Notes:
The settlement date used by this routine can be a settlement/target date.
Results:
The returned value is the interest, scaled by the quantity, accurate to as many places as supported by a double precision value.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.