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jpcb_ai (routine)

Calculate Japanese corporate bond accrued interest

Introduced in release: 1.0
Component: Non-US (developed mkts)
Purpose: Calculates the accrued interest for a Japanese corporate regular bond, odd first coupon bond, odd last coupon bond, and odd first and last coupon bond. It also returns adjusted first coupon values to be passed to other routines.

Results: All results are calculated using the industry standard rules or generally accepted practices. The function returns the accrued interest per 100 of maturity value 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.

Last Mod Date: 03/31/1995

Doc Version: 5.0