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ofsl_er_lcd

ofsl_er_lcd (routine)

Calculate the regular last coupon date before a given early redemption date

Introduced in release: 1.4
Component: Generic
Purpose: Given an early redemption date (call, put, prerefunding, etc.) calculate the regular coupon date just prior to the early redemption date for a periodic payment security with an optional odd 1st, second, and/or last period.

Results: Returns a new date in the form month, day, year.

Error Conditions: Returned values should be ignored for a non-zero status. See Errors.

Last Mod Date: 12/28/1998© 2001 TIPS, Inc.Doc Version: 5.0