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froi_inf_pyfroi_inf_py (routine)
Calculate price, yield, real yield and accrued interest for a French OATi
Introduced in release: 1.996
Component: Non-US (developed mkts)
Purpose:
Calculates either price, adjusted price or real yield, money yield and accrued interest for a French OATi CPI linked bond. The real yield is calculated without and inflation assumption. The money yield is calculated with the given inflation assumption (inflation_rate).
Notes:
The maturity date used by this routine can be a maturity/redemption date.
The possible given values for this routine are:
given_flag 1 -> yield given, calculate adjusted price and price
given_flag 2 -> price given, calculate adjusted price and yield
given_flag 22 -> adjusted price given, calculate price and yield
Results:
All results are calculated using the industry standard rules or generally accepted practices, accurate to as many places as supported by a double precision value. The variable adjusted_price contains the calculated adjusted price. The variable yield contains the calculated yield to redemption. The variable ai contains the accrued interest per 100 of maturity value. The variable adjusted_ai contains the adjusted accrued interest per 100 of maturity value.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
| Last Mod Date: 02/20/2001 | © 2001 TIPS, Inc. | Doc Version: 5.0 |