Calculates one day's interest for an Italian government bond
Introduced in release: 1.0 Component: Non-US (developed mkts) Purpose:
Calculates the amount of interest earned from the day before the settlement date to settlement, taking into account the quantity, for an Italian government regular bond or odd first coupon bond. Specifically it will perform accrued interest calculations for BTPs, CTOs, CCTs, and CTEs.
Notes:
The settlement date used by this routine can be a settlement/target date.
Results:
The returned value is the interest, scaled by the quantity, 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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