Calculates interest earned between two dates for a Euro denominated bond (1999 Rules)
Introduced in release: 1.38 Component: Non-US (developed mkts) Purpose:
Calculate the amount of interest earned between a start of period date and an end of period date for an Euroregular bond, 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 values returned from the function by the conversion rate.
Notes:
This routine is intended for use in calculating interest earned/accrued, but not necessarily received, in a specified time period. The accrued interest and possible coupon payments of the starting and ending dates can be included or excluded through the use of flags. Additionally the routine allows for the purchase and/or sale of the bond within the specified time period.
Results:
All results are scaled by thous_securities and accurate to as many places as supported by double precision numbers.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.