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bond_tr_htm

bond_tr_htm (routine)

Calculate total return and related values to maturity for a bond

Introduced in release: 1.0
Component: US Bonds
Purpose: Calculates the total return and related values to maturity date for a regular bond or odd first coupon bond, taking into account the quantity.

Notes: The maturity date used by this routine can be a maturity/redemption date.

Results: In addition to total return to maturity, this routine calculates accrued interest, total interest, coupon interest, interest on interest, total dollar return, and total future amount. All dollar values are returned, scaled by the quantity, 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.

Last Mod Date: 03/23/1993© 2001 TIPS, Inc.Doc Version: 5.0