Calculate total return and related values to a horizon for a series of cash flows
Introduced in release: 1.2 Component: Generic Purpose:
Calculates the total return and related values to a horizon date and value for a series of cash flows. The cash flows must be separated into interest flows and principal flows.
Results:
Horizon return, total coupon income, total interest, interest-on-interest, capital gain/loss, accrued interest at settlement and horizon date, effective current yield, total dollar return, and total future amount are returned by this routine. Yields are returned as percentages and all dollar values are returned, 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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