Calculates cash flows for a multiple odd coupon bond
Introduced in release: 1.0 Component: Generic Purpose:
Determines all future cash flows and their corresponding dates, from the settlement date, for a multiple odd coupon bond. This routine requires the list of coupon dates and coupon amounts to be made on those dates for each 100 face amount. The cash flows are all interest payments and principal repayments combined by date.
Special Considerations:
For the cash flows to be scaled consistently with those used by the security specific price/yield routine, set the variable thous_securities to zero. This forces the cash flows to be based on 100 of maturity value.
Notes:
The settlement date used by this routine can be a settlement/target date.
Results:
All results are scaled by thous_securities and accurate to as many places as supported by double precision numbers. The array cfs contains the cash flows and the arrays cf_months, cf_days, cf_years contain the corresponding dates.
Error Conditions:
Returned values should be ignored for a non-zero status. See Errors.
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