Calculates one day's interest for a Euro denominated bond (1999 conventions)
Introduced in release: 1.38 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 Euroregular bond and odd first coupon bond.
Special Considerations:
If the bond you are using this function for is a redenominated bond you will have to divide the interest returned from the function by the conversion rate.
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.