Introduced in release: 1.0 Component: Restricted Purpose:
Determines all future cash flows and their corresponding dates, from the settlement date, for a regular bond or odd first coupon bond. The cash flows are all interest payments and principal repayments combined by date.
Special Considerations:
For the cash flows 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 flows to be based on 100 of maturity value.
Notes:
This routine only works with security_type 1, or 3 through 8. It does not work with any foreign security types.
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