Calculate cash flows for an odd 1st, 2nd, last period bond with off cycle coupon rate changes
Introduced in release: 1.2 Component: Non-US (emerging mkts) Purpose:
Calculates cash flows with corresponding dates for a periodic payment security with an optional odd 1st, second, and/or last period and off cycle coupon changes. Specifically it will perform cash flow calculations for a odd 1st/2nd/last coupon bond with coupon rate changes. 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 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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