Introduced in release: 1.0 Component: Generic Purpose:
Determines the future cash flow and its corresponding date, from the settlement date, for an at-maturity security. The cash flow is the interest payment and principal repayment combined by date.
Special Considerations:
For the cash flow 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 flow to be based on 100 of maturity value.
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.
Main Index
TIPS Home