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d_regperinfod_regperinfo (routine)
Calculate period factors for a periodic coupon payment security
Introduced in release: 1.0
Component: Generic
Purpose:
Given a date and a coupon date calculate the following values:
Days accrued in the period containing the first date
Days in the period containing the first date
Days remaining in the period containing the first date
Number of full periods between the first date and the coupon date
Fractional period flag between the first date and the coupon date:
(1, if there is a fractional period; 0, if there is not)
Special Considerations:
This does not take into consideration odd coupon periods. The given first date must be before the given coupon date.
Alternatives:
To calculate the date factors as integers use reg_per_info.
Results:
The days accrued will be returned in the variable d_days_accrued. The days in the period will be returned in the variable d_days_period. The days remaining in the period will be returned in the variable d_days_remain. The full periods will be returned in the variable full_per If there is a remaining fractional period the variable frac_per will be set to one (1) otherwise it will be zero (0).
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
| Last Mod Date: 09/22/1996 | © 2001 TIPS, Inc. | Doc Version: 5.0 |