Calculate price, yield, and accrued interest for a bond which pays interst based on actual days in the year
Introduced in release: 1.995 Component: Generic Purpose:
Calculates either the price or yield and the accrued interest for a bond which pays interest based on the number of actual number of days in the coupon period rather than the number of periods per year.
Notes:
The maturity date used by this routine can be a maturity/redemption date.
Results:
The variable calculated contains the calculated 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 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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