Introduced in release: 1.0 Component: US Bonds Superceded By:
bond_tr_hrz
Purpose:
Calculates the horizon (total) return corresponding to a horizon date and horizon price for a regular bond or odd first coupon bond.
Alternatives:
In addition to horizon measures the bond_tr_hrz routine also calculates total dollar return, total future amount, and coupon interest.
Notes:
In addition to horizon return, other horizon measures are returned by the routine - see outputs in Parameter Definition section.
This routine only works with security_type 1, or 3 through 8. It does not work with any foreign security types.
Results:
The horizon return is returned as a percentage. This and all other returned values are accurate to as many decimal places as supported by double precision values.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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