Calculate before tax dollar price with 1 or less period to redemption for an at-maturity security.
Introduced in release: 1.0 Component: Generic Purpose:
Calculates the tax affected dollar price for an at-maturity security.
Alternatives:
This routine requires inputs normally provided by other interim routines. The at_mat_pytax routine uses a coupon rate and relevant dates in computing a tax affected price.
Notes:
This routine requires an after tax yield to maturity and associated income and capital gains/loss rates.
Results:
The calculated dollar price to redemption, per 100 of maturity value, is returned 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.