Calculate price or yield and accrued interest for Greek government securities
Introduced in release: 1.3 Component: Non-US (developed mkts) Purpose:
Calculates either dollar price or yield to maturity and accrued interest for a Greek government regular bond or odd first coupon bond.
Notes:
This routine can optionally perform its calculations considering an input ex-dividend date. To calculate an ex-dividend date use the grgb_exd routine.
Results:
All results are calculated using the industry standard rules or generally accepted practices, and are accurate to as many places as supported by a double precision value. The variable calculated contains the calculated dollar price or yield to redemption. The variable ai contains the accrued interest per 100 of maturity value.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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