Calculate either the bond dollar price or yield to maturity, & the accrued interest for Australian Commonwealth securities
Introduced in release: 1.0 Component: Non-US (developed mkts) Purpose:
Calculates either the bond dollar price or yield to maturity and the accrued interest for an Australian Commonwealth regular bond or odd first coupon bond. Specifically, it performs these calculations for CGBs.
Notes:
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:
The variable calculated contains the calculated dollar price to redemption per 100 of maturity value or yield to redemption as a percent, both accurate to as many places as supported by a double precision value. The variable ai contains the accrued interest per 100 of maturity value rounded to 3 decimal places.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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