Calculate interest and principal flow for an at-maturity security
Introduced in release: 1.0 Component: Generic Purpose:
Determines the future interest and principal flow and their corresponding date, from the settlement date, for an at-maturity security. The interest flow is the interest payment and the principal flow is the principal repayment.
Special Considerations:
For the interest and principal 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 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 ifs contains the interest flow, the array pfs contains the principal flow and the arrays cf_months, cf_days, cf_years contain the corresponding date.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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