Calculates accrued interest for a Euro denominated bond (1999 conventions)
Introduced in release: 1.38 Component: Non-US (developed mkts) Purpose:
Calculates the accrued interest for an Euroregular bond or 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.
Alternatives:
If price and/or yield are required in addition to accrued interest, use the euro_py_ai routine instead of this routine.
Notes:
In addition to accrued interest, other values are returned by the routine - see outputs in Parameter Definition section.
Results:
All results are calculated using industry standard conventions. The routine returns 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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