Calculate the accrued interest for an at-maturity security
Introduced in release: 1.0 Component: Generic Purpose:
Calculate the accrued interest for an at-maturity security
Alternatives:
If price and/or yield are required in addition to accrued interest, use the at_mat_py_ai routine instead of this routine. If price and/or yield, current yield, duration and convexity measures, interest on interest, etc. are required in addition to accrued interest, use the at_mat_risk routine.
Notes:
In addition to accrued interest, other values are returned by the routine - see outputs in Parameter Definition section.
Results:
The returned value is the accrued interest per 100 of maturity value, 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.
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