Calculates one day's interest for a Canadian odd last government bond
Introduced in release: 1.25 Component: Non-US (developed mkts) Purpose:
Calculates the amount of interest earned from the day before the settlement date to settlement, taking into account the quantity, for a Canadian government regular bond, odd first coupon bond or odd first and last coupon bond.
Notes:
The settlement date used by this routine can be a settlement/target date.
Results:
The returned value is the interest, scaled by the quantity, 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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