Calculates cash flows for an Australian Commonwealth bond
Introduced in release: 1.0 Component: Non-US (developed mkts) Purpose:
Determines all future cash flows and their corresponding dates, from the settlement date, for an Australian Commonwealth regular bond or odd first coupon bond. The cash flows are all interest payments and principal repayments combined by date.
Special Considerations:
For the cash flows to be scaled consistently with those used by the security specific price/yield routine, set the variable thous_securities to zero. This forces the cash flows to be based on 100 of maturity value.
Notes:
The settlement date used by this routine can be a settlement/target date.
This routine can optionally perform its calculations considering an input ex-dividend date. To calculate an ex-dividend date use the acgb_exd routine.
Results:
All results are scaled by thous_securities and accurate to as many places as supported by double precision numbers. The array cfs contains the cash flows and the arrays cf_months, cf_days, cf_years contain the corresponding dates.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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