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mxgb_ai

mxgb_ai (routine)

Calculate Mexican government bond accrued interest

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

Alternatives: If price and/or yield are required in addition to accrued interest, use the mxgb_py_ai routine instead of this routine. If price and/or yield, current yield, estimated Macaulay duration, estimated convexity, interest on interest, etc. are required in addition to accrued interest, use the mxgb_risk routine.

Notes: In addition to accrued interest, other values are returned by the routine - see outputs in Parameter Definition section.

Results: The accrued interest per 100 of maturity value is returned.

Error Conditions: Returned values should be ignored for a non-zero status. See Errors.
Last Mod Date: 03/22/1994© 2001 TIPS, Inc.Doc Version: 5.0