Introduced in release: 1.0 Component: Restricted Purpose:
Calculates cash flows with corresponding dates for a medium term note (a regular bond, odd first coupon bond, odd last coupon bond, and odd first and last coupon bond). The cash flows include all payments to the security holder including interest payments and principal repayments.
Special Considerations:
If you want to calculate the cash flows used by the security specific price/yield routines for this security please set the variable thous_securities to zero. The cash flows will be based on 100. For cash flows based on any other amount set thous_securities to the correct number of thousands.
Notes:
The maturity date used by this routine can be a maturity/redemption date.
Results:
All results are accurate to as many places as supported by a double precision value. 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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