Calculates bond dollar price, yield to maturity and accrued interest for French government bonds (accrual date)
Introduced in release: 1.0 Component: Non-US (developed mkts) Purpose:
Calculates either dollar price or yield to maturity and accrued interest for French government periodic interest payment security. Specifically it performs calculations on OATs, EEs and BTANs.
Special Considerations:
The accrual date is used for accrued interest calculations, while the settlement date is used for price/yield.
Results:
All results are calculated using the industry standard rules or generally accepted practices. The variable calculated contains the calculated dollar price or yield to redemption, accurate to as many places as supported by a double precision value. The variable ai contains the accrued interest per 100 of maturity value optionally rounded to 3 decimal places.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
Main Index
TIPS Home