Calculate bond dollar price, yield to maturity and accrued interest for a Dutch State Loan
Introduced in release: 1.0 Component: Non-US (developed mkts) Purpose:
Calculates either dollar price or yield to maturity and accrued interest for Dutch State Loans (Netherlands government regular bond or odd first coupon bond). Specifically it performs calculations on DSLs.
Results:
All results are calculated using the industry standard rules or generally accepted practices, and are accurate to as many places as supported by a double precision value. The variable calculated contains the calculated dollar price or yield to redemption. The variable ai contains the accrued interest per 100 of maturity value.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
Main Index
TIPS Home