Calculate dollar price, yield to maturity, and accrued interest for a Canadian variable rate PSB
Introduced in release: 1.39 Component: Non-US (developed mkts) Purpose:
Calculates either the dollar price or yield to maturity and the accrued interest for a Canadian variable rate provincial savings bond.
Notes:
This routine handles both annual payments of interest and compounding of interest payments.
Results:
All results are calculated using generally accepted practices. The variable calculated contains the calculated dollar price to redemption per 100 of maturity value or yield to redemption as a percent, both accurate to as many places as supported by a double precision value. The variable ai contains the accrued interest per 100 of maturity value 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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