Calculate bond dollar price, yield to maturity and accrued interest for Japanese government bonds
Introduced in release: 1.0 Component: Non-US (developed mkts) Purpose:
Calculates either dollar price or yield to maturity (simple yield) and accrued interest for Japanese government regular bond or odd first coupon bond and bonds with the maturity date on the 21st or 22nd. Specifically it performs calculations on JGBs.
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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