Calculates interest and principal flows for a Canadian government bond
Introduced in release: 1.9 Component: Non-US (developed mkts) Purpose:
Determines all future interest and principal flows and their corresponding dates, from the settlement date, for a Canadian government regular bond or odd first coupon bond.
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:
The settlement date used by this routine can be a settlement/target date.
Results:
All results are scaled by thous_securities and accurate to as many places as supported by double precision numbers. The array ifs contains the interest flows, the array pfs contains the principal 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.
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